Date: (Tue) Dec 08, 2015

Introduction:

Data: Source: Training: DADHosp_Cost.txt
New:
Time period:

Synopsis:

Based on analysis utilizing <> techniques, :

Summary of key steps & error improvement stats:

Prediction Accuracy Enhancement Options:

  • transform.data chunk:
    • derive features from multiple features
  • manage.missing.data chunk:
    • Not fill missing vars
    • Fill missing numerics with a different algorithm
    • Fill missing chars with data based on clusters
  • extract.features chunk:
    • Text variables: move to date extraction chunk ???
      • Mine acronyms
      • Mine places
  • Review set_global_options chunk after features are finalized

[](.png)

Potential next steps include:

  • Organization:
    • Categorize by chunk
    • Priority criteria:
      1. Ease of change
      2. Impacts report
      3. Cleans innards
      4. Bug report
  • all chunks:
    • at chunk-end rm(!glb_)
  • manage.missing.data chunk:
    • cleaner way to manage re-splitting of training vs. new entity
  • extract.features chunk:
    • Add n-grams for glbFeatsText
      • “RTextTools”, “tau”, “RWeka”, and “textcat” packages
    • Convert user-specified mutate code to config specs
  • fit.models chunk:
    • Prediction accuracy scatter graph:
    • Add tiles (raw vs. PCA)
    • Use shiny for drop-down of “important” features
    • Use plot.ly for interactive plots ?

    • Change .fit suffix of model metrics to .mdl if it’s data independent (e.g. AIC, Adj.R.Squared - is it truly data independent ?, etc.)
    • create a custom model for rpart that has minbucket as a tuning parameter
    • varImp for randomForest crashes in caret version:6.0.41 -> submit bug report

  • Probability handling for multinomials vs. desired binomial outcome
  • ROCR currently supports only evaluation of binary classification tasks (version 1.0.7)
  • extensions toward multiclass classification are scheduled for the next release

  • Skip trControl.method=“cv” for dummy classifier ?

  • fit.all.training chunk:
    • myplot_prediction_classification: displays ‘x’ instead of ‘+’ when there are no prediction errors
  • Compare glb_sel_mdl vs. glb_fin_mdl:
    • varImp
    • Prediction differences (shd be minimal ?)
  • Move glb_analytics_diag_plots to mydsutils.R: (+) Easier to debug (-) Too many glb vars used
  • Add print(ggplot.petrinet(glb_analytics_pn) + coord_flip()) at the end of every major chunk
  • Parameterize glb_analytics_pn
  • Move glb_impute_missing_data to mydsutils.R: (-) Too many glb vars used; glb_<>_df reassigned
  • Do non-glm methods handle interaction terms ?
  • f-score computation for classifiers should be summation across outcomes (not just the desired one ?)
  • Add accuracy computation to glb_dmy_mdl in predict.data.new chunk
  • Why does splitting fit.data.training.all chunk into separate chunks add an overhead of ~30 secs ? It’s not rbind b/c other chunks have lower elapsed time. Is it the number of plots ?
  • Incorporate code chunks in print_sessionInfo
  • Test against
    • projects in github.com/bdanalytics
    • lectures in jhu-datascience track

Analysis:

rm(list = ls())
set.seed(12345)
options(stringsAsFactors = FALSE)
source("~/Dropbox/datascience/R/myscript.R")
source("~/Dropbox/datascience/R/mydsutils.R")
## Loading required package: caret
## Loading required package: lattice
## Loading required package: ggplot2
source("~/Dropbox/datascience/R/myplot.R")
source("~/Dropbox/datascience/R/mypetrinet.R")
source("~/Dropbox/datascience/R/myplclust.R")
source("~/Dropbox/datascience/R/mytm.R")
# Gather all package requirements here
suppressPackageStartupMessages(require(doMC))
registerDoMC(6) # # of cores on machine - 2
suppressPackageStartupMessages(require(caret))
require(plyr)
## Loading required package: plyr
require(dplyr)
## Loading required package: dplyr
## 
## Attaching package: 'dplyr'
## 
## The following objects are masked from 'package:plyr':
## 
##     arrange, count, desc, failwith, id, mutate, rename, summarise,
##     summarize
## 
## The following objects are masked from 'package:stats':
## 
##     filter, lag
## 
## The following objects are masked from 'package:base':
## 
##     intersect, setdiff, setequal, union
#source("dbgcaret.R")
#packageVersion("snow")
#require(sos); findFn("cosine", maxPages=2, sortby="MaxScore")

# Analysis control global variables
# Inputs
#   url/name = "<obsTrnFileName>"; sep = choose from c(NULL, "\t")
glbObsTrnFile <- list(url = NULL, name = "DADHosp_Cost.txt", sep = "\t")
glbObsNewFileName <- "<obsNewFileName>"
glbInpMerge <- NULL #: default
#     list(fnames = c("<fname1>", "<fname2>")) # files will be concatenated

glb_is_separate_newobs_dataset <- FALSE    # or TRUE
    glb_split_entity_newobs_datasets <- TRUE   # FALSE not supported - use "copy" for glb_split_newdata_method # select from c(FALSE, TRUE)
    glb_split_newdata_method <- "copy" # select from c(NULL, "condition", "sample", "copy")
    glb_split_newdata_condition <- NULL # or "is.na(<var>)"; "<var> <condition_operator> <value>"
    glb_split_newdata_size_ratio <- 0.3               # > 0 & < 1
    glb_split_sample.seed <- 123               # or any integer

glbObsDropCondition <- NULL # : default
#            "<condition>" # use | & ; NOT || &&
#parse(text=glbObsDropCondition)
#subset(glbObsAll, .grpid %in% c(31))
    
glb_obs_repartition_train_condition <- NULL # : default
#    "<condition>" 

glb_max_fitobs <- NULL # or any integer
                         
glb_is_regression <- TRUE; glb_is_classification <- !glb_is_regression; 
    glb_is_binomial <- NULL # or TRUE or FALSE

glb_rsp_var_raw <- "HOSPITAL.COST"

# for classification, the response variable has to be a factor
glb_rsp_var <- "Hosp.Cost.log" # or "HOSPITAL.COST.fctr"

# if the response factor is based on numbers/logicals e.g (0/1 OR TRUE/FALSE vs. "A"/"B"), 
#   or contains spaces (e.g. "Not in Labor Force")
#   caret predict(..., type="prob") crashes
glb_map_rsp_raw_to_var <- #NULL 
function(raw) {
#     return(raw ^ 0.5)
    return(log(raw))
#     return(log(1 + raw))
#     return(log10(raw)) 
#     return(exp(-raw / 2))
#     ret_vals <- rep_len(NA, length(raw)); ret_vals[!is.na(raw)] <- ifelse(raw[!is.na(raw)] == 1, "Y", "N"); return(relevel(as.factor(ret_vals), ref="N"))
#     #as.factor(paste0("B", raw))
#     #as.factor(gsub(" ", "\\.", raw))    
    }
#print(summary(glbObsAll[, glb_rsp_var_raw]))
#glb_map_rsp_raw_to_var(tst <- c(NA, as.numeric(summary(glbObsAll[, glb_rsp_var_raw])))) 


glb_map_rsp_var_to_raw <- NULL 
# function(var) {
#     return(var ^ 2.0)
#     return(exp(var))
#     return(10 ^ var) 
#     return(-log(var) * 2)
#     as.numeric(var)
#     gsub("\\.", " ", levels(var)[as.numeric(var)])
#     c("<=50K", " >50K")[as.numeric(var)]
#     c(FALSE, TRUE)[as.numeric(var)]
# }
# glb_map_rsp_var_to_raw(glb_map_rsp_raw_to_var(tst))

if ((glb_rsp_var != glb_rsp_var_raw) && is.null(glb_map_rsp_raw_to_var))
    stop("glb_map_rsp_raw_to_var function expected")

# List info gathered for various columns
# <col_name>:   <description>; <notes>

# If multiple vars are parts of id, consider concatenating them to create one id var
# If glb_id_var == NULL, ".rownames <- as.numeric(row.names())" is the default

# User-specified exclusions
glbFeatsExclude <- c(NULL
#   Feats that shd be excluded due to known causation by prediction variable
# , "<feat1", "<feat2>"
    ,"HospCost.cut.fctr"
#   Feats that are linear combinations (alias in glm)
#   Feature-engineering phase -> start by excluding all features except id & category & work each one in
    # ,"BODY.WEIGHT"
                    ) 
if (glb_rsp_var_raw != glb_rsp_var)
    glbFeatsExclude <- union(glbFeatsExclude, glb_rsp_var_raw)                    

glbFeatsInteractionOnly <- list()
#glbFeatsInteractionOnly[["<child_feat>"]] <- "<parent_feat>"

# currently does not handle more than 1 column; consider concatenating multiple columns
glb_id_var <- "PTID" # choose from c(NULL : default, "<id_feat>") 
glbFeatsCategory <- "HospCost.cut.fctr" # choose from c(NULL : default, "<category_feat>")

glb_drop_vars <- c(NULL
                # , "<feat1>", "<feat2>"
                )

glb_map_vars <- NULL # or c("<var1>", "<var2>")
glb_map_urls <- list();
# glb_map_urls[["<var1>"]] <- "<var1.url>"

glb_assign_pairs_lst <- NULL; 
# glb_assign_pairs_lst[["<var1>"]] <- list(from=c(NA),
#                                            to=c("NA.my"))
glb_assign_vars <- names(glb_assign_pairs_lst)

# Derived features; Use this mechanism to cleanse data ??? Cons: Data duplication ???
glbFeatsDerive <- list();

# glbFeatsDerive[["<feat.my.sfx>"]] <- list(
#     mapfn = function(<arg1>, <arg2>) { return(function(<arg1>, <arg2>)) } 
#   , args = c("<arg1>", "<arg2>"))

    # character
#     mapfn = function(Week) { return(substr(Week, 1, 10)) }

#     mapfn = function(descriptor) { return(plyr::revalue(descriptor, c(
#         "ABANDONED BUILDING"  = "OTHER",
#         "**"                  = "**"
#                                           ))) }

#     mapfn = function(description) { mod_raw <- description;
    # This is here because it does not work if it's in txt_map_filename
#         mod_raw <- gsub(paste0(c("\n", "\211", "\235", "\317", "\333"), collapse = "|"), " ", mod_raw)
    # Don't parse for "." because of ".com"; use customized gsub for that text
#         mod_raw <- gsub("(\\w)(!|\\*|,|-|/)(\\w)", "\\1\\2 \\3", mod_raw);
#         return(mod_raw) }
#print(mod_raw <- grep("&#034;", glbObsAll[, txt_var], value = TRUE)) 
#print(mod_raw <- glbObsAll[c(88,187,280,1040,1098), txt_var])
#print(mod_raw <- glbObsAll[sel_obs(list(descr.my.contains="\\bdoes( +)not\\b")), glbFeatsText])
#print(mod_raw <- glbObsAll[sel_obs(list(descr.my.contains="\\bipad [[:digit:]]\\b")), glbFeatsText][01:10])
#print(mod_raw <- glbObsAll[sel_obs(list(descr.my.contains="pad mini")), glbFeatsText][11:20])
#print(mod_raw <- glbObsAll[sel_obs(list(descr.my.contains="pad mini")), glbFeatsText][21:30])
#print(mod_raw <- glbObsAll[sel_obs(list(descr.my.contains="pad mini")), glbFeatsText][31:40])
#glbObsAll[which(glb_post_stop_words_terms_mtrx_lst[[txt_var]][, subset(glb_post_stop_words_terms_df_lst[[txt_var]], term %in% c("conditionminimal"))$pos] > 0), "description"]

    # numeric
# Create feature based on record position/id in data   
# glbFeatsDerive[[".pos"]] <- list(
#     mapfn = function(.rnorm) { return(1:length(.rnorm)) }       
#     , args = c(".rnorm"))    

glbFeatsDerive[["HospCost.cut.fctr"]] <- list(
    mapfn = function(HOSPITAL.COST) { return(cut(HOSPITAL.COST, 5, breaks = c(0, 100000, 200000, 300000, 900000), labels = NULL)) } 
  , args = c("HOSPITAL.COST"))

# Add logs of numerics that are not distributed normally
#   Derive & keep multiple transformations of the same feature, if normality is hard to achieve with just one transformation
#   Right skew: logp1; sqrt; ^ 1/3; logp1(logp1); log10; exp(-<feat>/constant)
# glbFeatsDerive[["WordCount.log1p"]] <- list(
#     mapfn = function(WordCount) { return(log1p(WordCount)) } 
#   , args = c("WordCount"))
# glbFeatsDerive[["WordCount.root2"]] <- list(
#     mapfn = function(WordCount) { return(WordCount ^ (1/2)) } 
#   , args = c("WordCount"))
# glbFeatsDerive[["WordCount.nexp"]] <- list(
#     mapfn = function(WordCount) { return(exp(-WordCount)) } 
#   , args = c("WordCount"))
#print(summary(glbObsAll$WordCount))
#print(summary(mapfn(glbObsAll$WordCount)))
    
#     mapfn = function(HOSPI.COST) { return(cut(HOSPI.COST, 5, breaks = c(0, 100000, 200000, 300000, 900000), labels = NULL)) }     
#     mapfn = function(Rasmussen)  { return(ifelse(sign(Rasmussen) >= 0, 1, 0)) } 
#     mapfn = function(startprice) { return(startprice ^ (1/2)) }       
#     mapfn = function(startprice) { return(log(startprice)) }   
#     mapfn = function(startprice) { return(exp(-startprice / 20)) }
#     mapfn = function(startprice) { return(scale(log(startprice))) }     
#     mapfn = function(startprice) { return(sign(sprice.predict.diff) * (abs(sprice.predict.diff) ^ (1/10))) }        

    # factor      
#     mapfn = function(PropR) { return(as.factor(ifelse(PropR >= 0.5, "Y", "N"))) }
#     mapfn = function(productline, description) { as.factor(gsub(" ", "", productline)) }
#     mapfn = function(purpose) { return(relevel(as.factor(purpose), ref="all_other")) }
#     mapfn = function(raw) { tfr_raw <- as.character(cut(raw, 5)); 
#                             tfr_raw[is.na(tfr_raw)] <- "NA.my";
#                             return(as.factor(tfr_raw)) }
#     mapfn = function(startprice.log10) { return(cut(startprice.log10, 3)) }
#     mapfn = function(startprice.log10) { return(cut(sprice.predict.diff, c(-1000, -100, -10, -1, 0, 1, 10, 100, 1000))) }    

#     , args = c("<arg1>"))
    
    # multiple args    
#     mapfn = function(PTS, oppPTS) { return(PTS - oppPTS) }
#     mapfn = function(startprice.log10.predict, startprice) {
#                  return(spdiff <- (10 ^ startprice.log10.predict) - startprice) } 
#     mapfn = function(productline, description) { as.factor(
#         paste(gsub(" ", "", productline), as.numeric(nchar(description) > 0), sep = "*")) }

# # If glbObsAll is not sorted in the desired manner
#     mapfn=function(Week) { return(coredata(lag(zoo(orderBy(~Week, glbObsAll)$ILI), -2, na.pad=TRUE))) }
#     mapfn=function(ILI) { return(coredata(lag(zoo(ILI), -2, na.pad=TRUE))) }
#     mapfn=function(ILI.2.lag) { return(log(ILI.2.lag)) }

# glbFeatsDerive[["<var1>"]] <- glbFeatsDerive[["<var2>"]]

glb_derive_vars <- names(glbFeatsDerive)

# tst <- "descr.my"; args_lst <- NULL; for (arg in glbFeatsDerive[[tst]]$args) args_lst[[arg]] <- glbObsAll[, arg]; print(head(args_lst[[arg]])); print(head(drv_vals <- do.call(glbFeatsDerive[[tst]]$mapfn, args_lst))); 
# print(which_ix <- which(args_lst[[arg]] == 0.75)); print(drv_vals[which_ix]); 

glbFeatsDateTime <- list()
# glbFeatsDateTime[["<DateTimeFeat>"]] <- 
#     c(format = "%Y-%m-%d %H:%M:%S", timezone = "America/New_York", impute.na = TRUE, 
#       last.ctg = TRUE, poly.ctg = TRUE)

glbFeatsPrice <- NULL # or c("<price_var>")

glbFeatsText <- NULL # c("<txt_var>")   # NULL # 
Sys.setlocale("LC_ALL", "C") # For english
## [1] "C/C/C/C/C/en_US.UTF-8"
# Text Processing Step: custom modifications not present in txt_munge -> use glbFeatsDerive
# Text Processing Step: universal modifications
glb_txt_munge_filenames_pfx <- "<projectId>_mytxt_"

# Text Processing Step: tolower
# Text Processing Step: myreplacePunctuation
# Text Processing Step: removeWords
glb_txt_stop_words <- list()
# Remember to use unstemmed words
if (!is.null(glbFeatsText)) {
    require(tm)

    glb_txt_stop_words[["<txt_var>"]] <- sort(c(NULL    

        # Remove any words from stopwords            
#         , setdiff(myreplacePunctuation(stopwords("english")), c("<keep_wrd1>", <keep_wrd2>"))
                                
        # cor.y.train == NA
#         ,unlist(strsplit(paste(c(NULL
#           ,"<comma-separated-terms>"
#         ), collapse=",")

        # freq == 1; keep c("<comma-separated-terms-to-keep>")
            # ,<comma-separated-terms>

        # chisq.pval high (e.g. == 1); keep c("<comma-separated-terms-to-keep>")
            # ,<comma-separated-terms>

        # nzv.freqRatio high (e.g. >= glb_nzv_freqCut); keep c("<comma-separated-terms-to-keep>")
            # ,<comma-separated-terms>        
                                            ))
}
#orderBy(~term, glb_post_stem_words_terms_df_lst[[txt_var]][grep("^2", glb_post_stem_words_terms_df_lst[[txt_var]]$term), ])
#glbObsAll[glb_post_stem_words_terms_mtrx_lst[[txt_var]][, 6] > 0, glbFeatsText]

# To identify terms with a specific freq
#paste0(sort(subset(glb_post_stop_words_terms_df_lst[[txt_var]], freq == 1)$term), collapse = ",")
#paste0(sort(subset(glb_post_stem_words_terms_df_lst[[txt_var]], freq <= 2)$term), collapse = ",")

# To identify terms with a specific freq & 
#   are not stemmed together later OR is value of color.fctr (e.g. gold)
#paste0(sort(subset(glb_post_stop_words_terms_df_lst[[txt_var]], (freq == 1) & !(term %in% c("blacked","blemish","blocked","blocks","buying","cables","careful","carefully","changed","changing","chargers","cleanly","cleared","connect","connects","connected","contains","cosmetics","default","defaulting","defective","definitely","describe","described","devices","displays","drop","drops","engravement","excellant","excellently","feels","fix","flawlessly","frame","framing","gentle","gold","guarantee","guarantees","handled","handling","having","install","iphone","iphones","keeped","keeps","known","lights","line","lining","liquid","liquidation","looking","lots","manuals","manufacture","minis","most","mostly","network","networks","noted","opening","operated","performance","performs","person","personalized","photograph","physically","placed","places","powering","pre","previously","products","protection","purchasing","returned","rotate","rotation","running","sales","second","seconds","shipped","shuts","sides","skin","skinned","sticker","storing","thats","theres","touching","unusable","update","updates","upgrade","weeks","wrapped","verified","verify") ))$term), collapse = ",")

#print(subset(glb_post_stem_words_terms_df_lst[[txt_var]], (freq <= 2)))
#glbObsAll[which(terms_mtrx[, 229] > 0), glbFeatsText]

# To identify terms with cor.y == NA
#orderBy(~-freq+term, subset(glb_post_stop_words_terms_df_lst[[txt_var]], is.na(cor.y)))
#paste(sort(subset(glb_post_stop_words_terms_df_lst[[txt_var]], is.na(cor.y))[, "term"]), collapse=",")
#orderBy(~-freq+term, subset(glb_post_stem_words_terms_df_lst[[txt_var]], is.na(cor.y)))

# To identify terms with low cor.y.abs
#head(orderBy(~cor.y.abs+freq+term, subset(glb_post_stem_words_terms_df_lst[[txt_var]], !is.na(cor.y))), 5)

# To identify terms with high chisq.pval
#subset(glb_post_stem_words_terms_df_lst[[txt_var]], chisq.pval > 0.99)
#paste0(sort(subset(glb_post_stem_words_terms_df_lst[[txt_var]], (chisq.pval > 0.99) & (freq <= 10))$term), collapse=",")
#paste0(sort(subset(glb_post_stem_words_terms_df_lst[[txt_var]], (chisq.pval > 0.9))$term), collapse=",")
#head(orderBy(~-chisq.pval+freq+term, glb_post_stem_words_terms_df_lst[[txt_var]]), 5)
#glbObsAll[glb_post_stem_words_terms_mtrx_lst[[txt_var]][, 68] > 0, glbFeatsText]
#orderBy(~term, glb_post_stem_words_terms_df_lst[[txt_var]][grep("^m", glb_post_stem_words_terms_df_lst[[txt_var]]$term), ])

# To identify terms with high nzv.freqRatio
#summary(glb_post_stem_words_terms_df_lst[[txt_var]]$nzv.freqRatio)
#paste0(sort(setdiff(subset(glb_post_stem_words_terms_df_lst[[txt_var]], (nzv.freqRatio >= glb_nzv_freqCut) & (freq < 10) & (chisq.pval >= 0.05))$term, c( "128gb","3g","4g","gold","ipad1","ipad3","ipad4","ipadair2","ipadmini2","manufactur","spacegray","sprint","tmobil","verizon","wifion"))), collapse=",")

# To identify obs with a txt term
#tail(orderBy(~-freq+term, glb_post_stop_words_terms_df_lst[[txt_var]]), 20)
#mydspObs(list(descr.my.contains="non"), cols=c("color", "carrier", "cellular", "storage"))
#grep("ever", dimnames(terms_stop_mtrx)$Terms)
#which(terms_stop_mtrx[, grep("ipad", dimnames(terms_stop_mtrx)$Terms)] > 0)
#glbObsAll[which(terms_stop_mtrx[, grep("16", dimnames(terms_stop_mtrx)$Terms)[1]] > 0), c(glbFeatsCategory, "storage", txt_var)]

# To identify whether terms shd be synonyms
#orderBy(~term, glb_post_stop_words_terms_df_lst[[txt_var]][grep("^moder", glb_post_stop_words_terms_df_lst[[txt_var]]$term), ])
# term_row_df <- glb_post_stop_words_terms_df_lst[[txt_var]][grep("^came$", glb_post_stop_words_terms_df_lst[[txt_var]]$term), ]
# 
# cor(glb_post_stop_words_terms_mtrx_lst[[txt_var]][glbObsAll$.lcn == "Fit", term_row_df$pos], glbObsTrn[, glb_rsp_var], use="pairwise.complete.obs")

# To identify which stopped words are "close" to a txt term
#sort(cluster_vars)

# Text Processing Step: stemDocument
# To identify stemmed txt terms
#glb_post_stop_words_terms_df_lst[[txt_var]][grep("condit", glb_post_stop_words_terms_df_lst[[txt_var]]$term), ]
#orderBy(~term, glb_post_stem_words_terms_df_lst[[txt_var]][grep("^con", glb_post_stem_words_terms_df_lst[[txt_var]]$term), ])
#glbObsAll[which(terms_stem_mtrx[, grep("use", dimnames(terms_stem_mtrx)$Terms)[[1]]] > 0), c(glb_id_var, "productline", txt_var)]
#glbObsAll[which(TfIdf_stem_mtrx[, 191] > 0), c(glb_id_var, glbFeatsCategory, txt_var)]
#which(glbObsAll$UniqueID %in% c(11915, 11926, 12198))

# Text Processing Step: mycombineSynonyms
#   To identify which terms are associated with not -> combine "could not" & "couldn't"
#findAssocs(glb_full_DTM_lst[[txt_var]], "not", 0.05)
#   To identify which synonyms should be combined
#orderBy(~term, glb_post_stem_words_terms_df_lst[[txt_var]][grep("^c", glb_post_stem_words_terms_df_lst[[txt_var]]$term), ])
chk_comb_cor <- function(syn_lst) {
#     cor(terms_stem_mtrx[glbObsAll$.src == "Train", grep("^(damag|dent|ding)$", dimnames(terms_stem_mtrx)[[2]])], glbObsTrn[, glb_rsp_var], use="pairwise.complete.obs")
    print(subset(glb_post_stem_words_terms_df_lst[[txt_var]], term %in% syn_lst$syns))
    print(subset(get_corpus_terms(tm_map(glb_txt_corpus_lst[[txt_var]], mycombineSynonyms, list(syn_lst), lazy=FALSE)), term == syn_lst$word))
#     cor(terms_stop_mtrx[glbObsAll$.src == "Train", grep("^(damage|dent|ding)$", dimnames(terms_stop_mtrx)[[2]])], glbObsTrn[, glb_rsp_var], use="pairwise.complete.obs")
#     cor(rowSums(terms_stop_mtrx[glbObsAll$.src == "Train", grep("^(damage|dent|ding)$", dimnames(terms_stop_mtrx)[[2]])]), glbObsTrn[, glb_rsp_var], use="pairwise.complete.obs")
}
#chk_comb_cor(syn_lst=list(word="cabl",  syns=c("cabl", "cord")))
#chk_comb_cor(syn_lst=list(word="damag",  syns=c("damag", "dent", "ding")))
#chk_comb_cor(syn_lst=list(word="dent",  syns=c("dent", "ding")))
#chk_comb_cor(syn_lst=list(word="use",  syns=c("use", "usag")))

glb_txt_synonyms <- list()
#glb_txt_synonyms[["<txt_var>"]] <- list(NULL
#     , list(word="<stem1>",  syns=c("<stem1>", "<stem1_2>"))
#                                       )

# options include: "weightTf", "myweightTflog1p", "myweightTfsqrt", "weightTfIdf", "weightBM25"
glb_txt_terms_control <- list(weighting = "weightTfIdf" # : default
                # termFreq selection criteria across obs: tm default: list(global=c(1, Inf))
                    , bounds = list(global = c(1, Inf)) 
                # wordLengths selection criteria: tm default: c(3, Inf)
                    , wordLengths = c(1, Inf) 
                              ) 

glb_txt_cor_var <- glb_rsp_var # : default # or c(<feat>)

# select one from c("union.top.val.cor", "top.cor", "top.val", default: "top.chisq", "sparse")
glbFeatsTextFilter <- "top.chisq" 
glbFeatsTextTermsMax <- rep(10, length(glbFeatsText)) # :default
names(glbFeatsTextTermsMax) <- glbFeatsText

# Text Processing Step: extractAssoc
glbFeatsTextAssocCor <- rep(1, length(glbFeatsText)) # :default 
names(glbFeatsTextAssocCor) <- glbFeatsText

# Remember to use stemmed terms
glb_important_terms <- list()

# Text Processing Step: extractPatterns (ngrams)
glbFeatsTextPatterns <- list()
#glbFeatsTextPatterns[[<txt_var>>]] <- list()
#glbFeatsTextPatterns[[<txt_var>>]] <- c(metropolitan.diary.colon = "Metropolitan Diary:")

# Have to set it even if it is not used
# Properties:
#   numrows(glb_feats_df) << numrows(glbObsFit
#   Select terms that appear in at least 0.2 * O(FP/FN(glbObsOOB)) ???
#       numrows(glbObsOOB) = 1.1 * numrows(glbObsNew) ???
glb_sprs_thresholds <- NULL # or c(<txt_var1> = 0.988, <txt_var2> = 0.970, <txt_var3> = 0.970)

glbFctrMaxUniqVals <- 20 # default: 20
glb_impute_na_data <- FALSE # or TRUE
glb_mice_complete.seed <- 144 # or any integer

glb_cluster <- FALSE # : default or TRUE
glb_cluster.seed <- 189 # or any integer
glb_cluster_entropy_var <- NULL # c(glb_rsp_var, as.factor(cut(glb_rsp_var, 3)), default: NULL)
glbFeatsTextClusterVarsExclude <- FALSE # default FALSE

glb_interaction_only_feats <- NULL # : default or c(<parent_feat> = "<child_feat>")

glb_nzv_freqCut <- 19 # 19 : caret default
glb_nzv_uniqueCut <- 10 # 10 : caret default

glbRFESizes <- list()
#glbRFESizes[["mdlFamily"]] <- c(4, 8, 16, 32, 64, 67, 68, 69) # Accuracy@69/70 = 0.8258

glbObsFitOutliers <- list()
# If outliers.n >= 10; consider concatenation of interaction vars
# glbObsFitOutliers[["<mdlFamily>"]] <- c(NULL
    # is.na(.rstudent)
    # is.na(.dffits)
    # .hatvalues >= 0.99        
    # -38,167,642 < minmax(.rstudent) < 49,649,823    
#     , <comma-separated-<glb_id_var>>
#                                     )
glbObsTrnOutliers <- list()

# influence.measures: car::outlier; rstudent; dffits; hatvalues; dfbeta; dfbetas
#mdlId <- "RFE.X.glm"; obs_df <- fitobs_df
#mdlId <- "Final.glm"; obs_df <- trnobs_df
#mdlId <- "CSM2.X.glm"; obs_df <- fitobs_df
#print(outliers <- car::outlierTest(glb_models_lst[[mdlId]]$finalModel))
#mdlIdFamily <- paste0(head(unlist(str_split(mdlId, "\\.")), -1), collapse="."); obs_df <- dplyr::filter_(obs_df, interp(~(!(var %in% glbObsFitOutliers[[mdlIdFamily]])), var = as.name(glb_id_var))); model_diags_df <- cbind(obs_df, data.frame(.rstudent=stats::rstudent(glb_models_lst[[mdlId]]$finalModel)), data.frame(.dffits=stats::dffits(glb_models_lst[[mdlId]]$finalModel)), data.frame(.hatvalues=stats::hatvalues(glb_models_lst[[mdlId]]$finalModel)));print(summary(model_diags_df[, c(".rstudent",".dffits",".hatvalues")])); table(cut(model_diags_df$.hatvalues, breaks=c(0.00, 0.98, 0.99, 1.00)))

#print(subset(model_diags_df, is.na(.rstudent))[, glb_id_var])
#print(subset(model_diags_df, is.na(.dffits))[, glb_id_var])
#print(model_diags_df[which.min(model_diags_df$.dffits), ])
#print(subset(model_diags_df, .hatvalues > 0.99)[, glb_id_var])
#dffits_df <- merge(dffits_df, outliers_df, by="row.names", all.x=TRUE); row.names(dffits_df) <- dffits_df$Row.names; dffits_df <- subset(dffits_df, select=-Row.names)
#dffits_df <- merge(dffits_df, glbObsFit, by="row.names", all.x=TRUE); row.names(dffits_df) <- dffits_df$Row.names; dffits_df <- subset(dffits_df, select=-Row.names)
#subset(dffits_df, !is.na(.Bonf.p))

#mdlId <- "CSM.X.glm"; vars <- myextract_actual_feats(row.names(orderBy(reformulate(c("-", paste0(mdlId, ".imp"))), myget_feats_imp(glb_models_lst[[mdlId]])))); 
#model_diags_df <- glb_get_predictions(model_diags_df, mdlId, glb_rsp_var)
#obs_ix <- row.names(model_diags_df) %in% names(outliers$rstudent)[1]
#obs_ix <- which(is.na(model_diags_df$.rstudent))
#obs_ix <- which(is.na(model_diags_df$.dffits))
#myplot_parcoord(obs_df=model_diags_df[, c(glb_id_var, glbFeatsCategory, ".rstudent", ".dffits", ".hatvalues", glb_rsp_var, paste0(glb_rsp_var, mdlId), vars[1:min(20, length(vars))])], obs_ix=obs_ix, id_var=glb_id_var, category_var=glbFeatsCategory)

#model_diags_df[row.names(model_diags_df) %in% names(outliers$rstudent)[c(1:2)], ]
#ctgry_diags_df <- model_diags_df[model_diags_df[, glbFeatsCategory] %in% c("Unknown#0"), ]
#myplot_parcoord(obs_df=ctgry_diags_df[, c(glb_id_var, glbFeatsCategory, ".rstudent", ".dffits", ".hatvalues", glb_rsp_var, "startprice.log10.predict.RFE.X.glmnet", indep_vars[1:20])], obs_ix=row.names(ctgry_diags_df) %in% names(outliers$rstudent)[1], id_var=glb_id_var, category_var=glbFeatsCategory)
#table(glbObsFit[model_diags_df[, glbFeatsCategory] %in% c("iPad1#1"), "startprice.log10.cut.fctr"])
#glbObsFit[model_diags_df[, glbFeatsCategory] %in% c("iPad1#1"), c(glb_id_var, "startprice")]

# No outliers & .dffits == NaN
#myplot_parcoord(obs_df=model_diags_df[, c(glb_id_var, glbFeatsCategory, glb_rsp_var, "startprice.log10.predict.RFE.X.glmnet", indep_vars[1:10])], obs_ix=seq(1:nrow(model_diags_df))[is.na(model_diags_df$.dffits)], id_var=glb_id_var, category_var=glbFeatsCategory)

# Modify mdlId to (build & extract) "<FamilyId>#<Fit|Trn>#<caretMethod>#<preProc1.preProc2>#<samplingMethod>"
glb_models_lst <- list(); glb_models_df <- data.frame()
# Regression
if (glb_is_regression) {
    glbMdlMethods <- c(NULL
        # deterministic
            #, "lm", # same as glm
            , "glm", "bayesglm", "glmnet"
            , "rpart"
        # non-deterministic
            , "gbm", "rf" 
        # Unknown
            , "nnet" , "avNNet" # runs 25 models per cv sample for tunelength=5
            , "svmLinear", "svmLinear2"
            , "svmPoly" # runs 75 models per cv sample for tunelength=5
            , "svmRadial" 
            , "earth"
            , "bagEarth" # Takes a long time
        )
} else
# Classification - Add ada (auto feature selection)
    if (glb_is_binomial)
        glbMdlMethods <- c(NULL
        # deterministic                     
            , "bagEarth" # Takes a long time        
            , "glm", "bayesglm", "glmnet"
            , "nnet"
            , "rpart"
        # non-deterministic        
            , "gbm"
            , "avNNet" # runs 25 models per cv sample for tunelength=5      
            , "rf"
        # Unknown
            , "lda", "lda2"
                # svm models crash when predict is called -> internal to kernlab it should call predict without .outcome
            , "svmLinear", "svmLinear2"
            , "svmPoly" # runs 75 models per cv sample for tunelength=5
            , "svmRadial" 
            , "earth"
        ) else
        glbMdlMethods <- c(NULL
        # non-deterministic 
            , "rf"       
        # Unknown
            , "gbm", "rpart"
        )

glbMdlFamilies <- list(); glb_mdl_feats_lst <- list()
# family: Choose from c("RFE.X", "CSM.X", "All.X", "Best.Interact")
#   methods: Choose from c(NULL, <method>, glbMdlMethods) 
#glbMdlFamilies[["RFE.X"]] <- c("glmnet", "glm") # non-NULL vector is mandatory
glbMdlFamilies[["All.X"]] <- c("glmnet", "glm")  # non-NULL vector is mandatory
#glbMdlFamilies[["Best.Interact"]] <- "glmnet" # non-NULL vector is mandatory

# Check if interaction features make RFE better
# glbMdlFamilies[["CSM.X"]] <- setdiff(glbMdlMethods, c("lda", "lda2")) # crashing due to category:.clusterid ??? #c("glmnet", "glm") # non-NULL list is mandatory
# glb_mdl_feats_lst[["CSM.X"]] <- c(NULL
#     , <comma-separated-features-vector>
#                                   )
# dAFeats.CSM.X %<d-% c(NULL
#     # Interaction feats up to varImp(RFE.X.glmnet) >= 50
#     , <comma-separated-features-vector>
#     , setdiff(myextract_actual_feats(predictors(rfe_fit_results)), c(NULL
#                , <comma-separated-features-vector>
#                                                                       ))    
#                                   )
# glb_mdl_feats_lst[["CSM.X"]] <- "%<d-% dAFeats.CSM.X"

glbMdlFamilies[["Final"]] <- c(NULL) # NULL vector acceptable

glbMdlAllowParallel <- list()
#glbMdlAllowParallel[["<mdlId>"]] <- FALSE

# Check if tuning parameters make fit better; make it mdlFamily customizable ?
glbMdlTuneParams <- data.frame()
# When glmnet crashes at model$grid with error: ???
glmnetTuneParams <- rbind(data.frame()
                        ,data.frame(parameter = "alpha",  vals = "0.100 0.325 0.550 0.775 1.000")
                        ,data.frame(parameter = "lambda", vals = "9.342e-02")    
                        )
glbMdlTuneParams <- myrbind_df(glbMdlTuneParams,
                               cbind(data.frame(mdlId = "<mdlId>"),
                                     glmnetTuneParams))

    #avNNet    
    #   size=[1] 3 5 7 9; decay=[0] 1e-04 0.001  0.01   0.1; bag=[FALSE]; RMSE=1.3300906 

    #bagEarth
    #   degree=1 [2] 3; nprune=64 128 256 512 [1024]; RMSE=0.6486663 (up)
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
#     ,data.frame(method = "bagEarth", parameter = "nprune", vals = "256")
#     ,data.frame(method = "bagEarth", parameter = "degree", vals = "2")    
# ))

    #earth 
    #   degree=[1]; nprune=2  [9] 17 25 33; RMSE=0.1334478
    
    #gbm 
    #   shrinkage=0.05 [0.10] 0.15 0.20 0.25; n.trees=100 150 200 [250] 300; interaction.depth=[1] 2 3 4 5; n.minobsinnode=[10]; RMSE=0.2008313     
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
#     ,data.frame(method = "gbm", parameter = "shrinkage", min = 0.05, max = 0.25, by = 0.05)
#     ,data.frame(method = "gbm", parameter = "n.trees", min = 100, max = 300, by = 50)
#     ,data.frame(method = "gbm", parameter = "interaction.depth", min = 1, max = 5, by = 1)
#     ,data.frame(method = "gbm", parameter = "n.minobsinnode", min = 10, max = 10, by = 10)
#     #seq(from=0.05,  to=0.25, by=0.05)
# ))

    #glmnet
    #   alpha=0.100 [0.325] 0.550 0.775 1.000; lambda=0.0005232693 0.0024288010 0.0112734954 [0.0523269304] 0.2428800957; RMSE=0.6164891
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
#     ,data.frame(method = "glmnet", parameter = "alpha", vals = "0.550 0.775 0.8875 0.94375 1.000")
#     ,data.frame(method = "glmnet", parameter = "lambda", vals = "9.858855e-05 0.0001971771 0.0009152152 0.0042480525 0.0197177130")    
# ))

    #nnet    
    #   size=3 5 [7] 9 11; decay=0.0001 0.001 0.01 [0.1] 0.2; RMSE=0.9287422
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
#     ,data.frame(method = "nnet", parameter = "size", vals = "3 5 7 9 11")
#     ,data.frame(method = "nnet", parameter = "decay", vals = "0.0001 0.0010 0.0100 0.1000 0.2000")    
# ))

    #rf # Don't bother; results are not deterministic
    #       mtry=2  35  68 [101] 134; RMSE=0.1339974
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
#     ,data.frame(method = "rf", parameter = "mtry", vals = "2 5 9 13 17")
# ))

    #rpart 
    #   cp=0.020 [0.025] 0.030 0.035 0.040; RMSE=0.1770237
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()    
#     ,data.frame(method = "rpart", parameter = "cp", vals = "0.004347826 0.008695652 0.017391304 0.021739130 0.034782609")
# ))
    
    #svmLinear
    #   C=0.01 0.05 [0.10] 0.50 1.00 2.00 3.00 4.00; RMSE=0.1271318; 0.1296718
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
#     ,data.frame(method = "svmLinear", parameter = "C", vals = "0.01 0.05 0.1 0.5 1")
# ))

    #svmLinear2    
    #   cost=0.0625 0.1250 [0.25] 0.50 1.00; RMSE=0.1276354 
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
#     ,data.frame(method = "svmLinear2", parameter = "cost", vals = "0.0625 0.125 0.25 0.5 1")
# ))

    #svmPoly    
    #   degree=[1] 2 3 4 5; scale=0.01 0.05 [0.1] 0.5 1; C=0.50 1.00 [2.00] 3.00 4.00; RMSE=0.1276130
# glbMdlTuneParams <- myrbind_df(glbMdlTuneParams, rbind(data.frame()
#     ,data.frame(method="svmPoly", parameter="degree", min=1, max=5, by=1) #seq(1, 5, 1)
#     ,data.frame(method="svmPoly", parameter="scale", vals="0.01, 0.05, 0.1, 0.5, 1")
#     ,data.frame(method="svmPoly", parameter="C", vals="0.50, 1.00, 2.00, 3.00, 4.00")    
# ))

    #svmRadial
    #   sigma=[0.08674323]; C=0.25 0.50 1.00 [2.00] 4.00; RMSE=0.1614957
    
#glb2Sav(); all.equal(sav_models_df, glb_models_df)
    
glb_preproc_methods <- NULL
#     c("YeoJohnson", "center.scale", "range", "pca", "ica", "spatialSign")

# Baseline prediction model feature(s)
glb_Baseline_mdl_var <- NULL # or c("<feat>")

glbMdlMetric_terms <- NULL # or matrix(c(
#                               0,1,2,3,4,
#                               2,0,1,2,3,
#                               4,2,0,1,2,
#                               6,4,2,0,1,
#                               8,6,4,2,0
#                           ), byrow=TRUE, nrow=5)
glbMdlMetricSummary <- NULL # or "<metric_name>"
glbMdlMetricMaximize <- NULL # or FALSE (TRUE is not the default for both classification & regression) 
glbMdlMetricSummaryFn <- NULL # or function(data, lev=NULL, model=NULL) {
#     confusion_mtrx <- t(as.matrix(confusionMatrix(data$pred, data$obs)))
#     #print(confusion_mtrx)
#     #print(confusion_mtrx * glbMdlMetric_terms)
#     metric <- sum(confusion_mtrx * glbMdlMetric_terms) / nrow(data)
#     names(metric) <- glbMdlMetricSummary
#     return(metric)
# }

glbMdlCheckRcv <- FALSE # Turn it on when needed; otherwise takes long time
glb_rcv_n_folds <- 3 # or NULL
glb_rcv_n_repeats <- 3 # or NULL

glb_clf_proba_threshold <- NULL # 0.5

# Model selection criteria
if (glb_is_regression)
    glbMdlMetricsEval <- c("min.RMSE.OOB", "max.R.sq.OOB", "max.Adj.R.sq.fit", "min.RMSE.fit")
    #glbMdlMetricsEval <- c("min.RMSE.fit", "max.R.sq.fit", "max.Adj.R.sq.fit")    
if (glb_is_classification) {
    if (glb_is_binomial)
        glbMdlMetricsEval <- 
            c("max.Accuracy.OOB", "max.AUCROCR.OOB", "max.AUCpROC.OOB", "min.aic.fit", "max.Accuracy.fit") else        
        glbMdlMetricsEval <- c("max.Accuracy.OOB", "max.Kappa.OOB")
}

# select from NULL [no ensemble models], "auto" [all models better than MFO or Baseline], c(mdl_ids in glb_models_lst) [Typically top-rated models in auto]
glb_mdl_ensemble <- NULL
#     "%<d-% setdiff(mygetEnsembleAutoMdlIds(), 'CSM.X.rf')" 
#     c(<comma-separated-mdlIds>
#      )

# Only for classifications; for regressions remove "(.*)\\.prob" form the regex
# tmp_fitobs_df <- glbObsFit[, grep(paste0("^", gsub(".", "\\.", mygetPredictIds$value, fixed = TRUE), "CSM\\.X\\.(.*)\\.prob"), names(glbObsFit), value = TRUE)]; cor_mtrx <- cor(tmp_fitobs_df); cor_vctr <- sort(cor_mtrx[row.names(orderBy(~-Overall, varImp(glb_models_lst[["Ensemble.repeatedcv.glmnet"]])$imp))[1], ]); summary(cor_vctr); cor_vctr
#ntv.glm <- glm(reformulate(indep_vars, glb_rsp_var), family = "binomial", data = glbObsFit)
#step.glm <- step(ntv.glm)

glb_sel_mdl_id <- "All.X##rcv#glm" #select from c(NULL, "All.X##rcv#glmnet", "RFE.X##rcv#glmnet", <mdlId>)
glb_fin_mdl_id <- NULL #select from c(NULL, glb_sel_mdl_id)

glb_dsp_cols <- c(glb_id_var, glbFeatsCategory, glb_rsp_var
#               List critical cols excl. glb_id_var, glbFeatsCategory & glb_rsp_var
                  )

# Output specs
glbOutDataVizFname <- NULL # choose from c(NULL, "<projectId>_obsall.csv")
glb_out_obs <- NULL # select from c(NULL, "all", "new", "trn")
glb_out_vars_lst <- list()
# glb_id_var will be the first output column, by default

if (glb_is_classification && glb_is_binomial) {
    glb_out_vars_lst[["Probability1"]] <- 
        "%<d-% mygetPredictIds(glb_rsp_var, glb_fin_mdl_id)$prob" 
} else {
    glb_out_vars_lst[[glb_rsp_var]] <- 
        "%<d-% mygetPredictIds(glb_rsp_var, glb_fin_mdl_id)$value"
}    
# glb_out_vars_lst[[glb_rsp_var_raw]] <- glb_rsp_var_raw
# glb_out_vars_lst[[paste0(head(unlist(strsplit(mygetPredictIds$value, "")), -1), collapse = "")]] <-

glbOutStackFnames <- NULL #: default
    # c("ebayipads_txt_assoc1_out_bid1_stack.csv") # manual stack
    # c("ebayipads_finmdl_bid1_out_nnet_1.csv") # universal stack
glb_out_pfx <- "DADHosp_SLR_rspvar_"
glb_save_envir <- FALSE # or TRUE

# Depict process
glb_analytics_pn <- petrinet(name = "glb_analytics_pn",
                        trans_df = data.frame(id = 1:6,
    name = c("data.training.all","data.new",
           "model.selected","model.final",
           "data.training.all.prediction","data.new.prediction"),
    x=c(   -5,-5,-15,-25,-25,-35),
    y=c(   -5, 5,  0,  0, -5,  5)
                        ),
                        places_df=data.frame(id=1:4,
    name=c("bgn","fit.data.training.all","predict.data.new","end"),
    x=c(   -0,   -20,                    -30,               -40),
    y=c(    0,     0,                      0,                 0),
    M0=c(   3,     0,                      0,                 0)
                        ),
                        arcs_df=data.frame(
    begin=c("bgn","bgn","bgn",        
            "data.training.all","model.selected","fit.data.training.all",
            "fit.data.training.all","model.final",    
            "data.new","predict.data.new",
            "data.training.all.prediction","data.new.prediction"),
    end  =c("data.training.all","data.new","model.selected",
            "fit.data.training.all","fit.data.training.all","model.final",
            "data.training.all.prediction","predict.data.new",
            "predict.data.new","data.new.prediction",
            "end","end")
                        ))
#print(ggplot.petrinet(glb_analytics_pn))
print(ggplot.petrinet(glb_analytics_pn) + coord_flip())
## Loading required package: grid

glb_analytics_avl_objs <- NULL

glb_chunks_df <- myadd_chunk(NULL, "import.data")
##         label step_major step_minor label_minor   bgn end elapsed
## 1 import.data          1          0           0 9.238  NA      NA

Step 1.0: import data

chunk option: eval=

## [1] "Reading file ./data/DADHosp_Cost.txt..."
## [1] "dimensions of data in ./data/DADHosp_Cost.txt: 248 rows x 3 cols"
##   PTID BODY.WEIGHT HOSPITAL.COST
## 1    1          49        660293
## 2    2          41        809130
## 3    3          47        362231
## 4    4          80        629990
## 5    5          58        444876
## 6    6          45        372357
##     PTID BODY.WEIGHT HOSPITAL.COST
## 9      9          72      437529.1
## 38    38          59      260036.0
## 127  127          18      145362.0
## 179  179          10      180728.0
## 180  180          55      144134.0
## 244  244          69      295155.0
##     PTID BODY.WEIGHT HOSPITAL.COST
## 243  243          62         73682
## 244  244          69        295155
## 245  245          57        200321
## 246  246          58        191188
## 247  247          65        202807
## 248  248          71        248112
## 'data.frame':    248 obs. of  3 variables:
##  $ PTID         : int  1 2 3 4 5 6 7 8 9 10 ...
##  $ BODY.WEIGHT  : int  49 41 47 80 58 45 60 44 72 77 ...
##  $ HOSPITAL.COST: num  660293 809130 362231 629990 444876 ...
##  - attr(*, "comment")= chr "glbObsTrn"
## NULL
##   PTID BODY.WEIGHT HOSPITAL.COST
## 1    1          49        660293
## 2    2          41        809130
## 3    3          47        362231
## 4    4          80        629990
## 5    5          58        444876
## 6    6          45        372357
##     PTID BODY.WEIGHT HOSPITAL.COST
## 1      1          49      660293.0
## 44    44          65      178100.0
## 96    96          58      143278.8
## 97    97          56      214679.0
## 99    99          59      262582.0
## 114  114           5      178398.0
##     PTID BODY.WEIGHT HOSPITAL.COST
## 243  243          62         73682
## 244  244          69        295155
## 245  245          57        200321
## 246  246          58        191188
## 247  247          65        202807
## 248  248          71        248112
## 'data.frame':    248 obs. of  3 variables:
##  $ PTID         : int  1 2 3 4 5 6 7 8 9 10 ...
##  $ BODY.WEIGHT  : int  49 41 47 80 58 45 60 44 72 77 ...
##  $ HOSPITAL.COST: num  660293 809130 362231 629990 444876 ...
##  - attr(*, "comment")= chr "glbObsNew"
##   PTID BODY.WEIGHT HOSPITAL.COST
## 1    1          49        660293
## 2    2          41        809130
## 3    3          47        362231
## 4    4          80        629990
## 5    5          58        444876
## 6    6          45        372357
##     PTID BODY.WEIGHT HOSPITAL.COST
## 81    81          15      119935.4
## 113  113          60      138093.0
## 157  157          13      132226.0
## 173  173           9      137273.0
## 237  237          52      209886.0
## 248  248          71      248112.0
##     PTID BODY.WEIGHT HOSPITAL.COST
## 243  243          62         73682
## 244  244          69        295155
## 245  245          57        200321
## 246  246          58        191188
## 247  247          65        202807
## 248  248          71        248112
## 'data.frame':    248 obs. of  3 variables:
##  $ PTID         : int  1 2 3 4 5 6 7 8 9 10 ...
##  $ BODY.WEIGHT  : int  49 41 47 80 58 45 60 44 72 77 ...
##  $ HOSPITAL.COST: num  660293 809130 362231 629990 444876 ...
##  - attr(*, "comment")= chr "glbObsTrn"
## Warning: glbObsTrn same as glbObsAll
## Warning: glbObsNew same as glbObsAll
## [1] "Partition stats:"
## Loading required package: sqldf
## Loading required package: gsubfn
## Loading required package: proto
## Loading required package: RSQLite
## Loading required package: DBI
## Loading required package: tcltk
##   HOSPITAL.COST.cut.fctr  .src  .n
## 1    (4.53e+04,3.27e+05]  Test 217
## 2    (4.53e+04,3.27e+05] Train 217
## 3    (3.27e+05,6.07e+05]  Test  26
## 4    (3.27e+05,6.07e+05] Train  26
## 5    (6.07e+05,8.88e+05]  Test   5
## 6    (6.07e+05,8.88e+05] Train   5
##   HOSPITAL.COST.cut.fctr  .src  .n
## 1    (4.53e+04,3.27e+05]  Test 217
## 2    (4.53e+04,3.27e+05] Train 217
## 3    (3.27e+05,6.07e+05]  Test  26
## 4    (3.27e+05,6.07e+05] Train  26
## 5    (6.07e+05,8.88e+05]  Test   5
## 6    (6.07e+05,8.88e+05] Train   5

##    .src  .n
## 1  Test 248
## 2 Train 248
## Loading required package: lazyeval
## Loading required package: gdata
## gdata: read.xls support for 'XLS' (Excel 97-2004) files ENABLED.
## 
## gdata: read.xls support for 'XLSX' (Excel 2007+) files ENABLED.
## 
## Attaching package: 'gdata'
## 
## The following objects are masked from 'package:dplyr':
## 
##     combine, first, last
## 
## The following object is masked from 'package:stats':
## 
##     nobs
## 
## The following object is masked from 'package:utils':
## 
##     object.size
## [1] "Skipping duplicates check since glb_split_newdata_method == 'copy'"
##          label step_major step_minor label_minor    bgn    end elapsed
## 1  import.data          1          0           0  9.238 13.585   4.347
## 2 inspect.data          2          0           0 13.586     NA      NA

Step 2.0: inspect data

## `stat_bin()` using `bins = 30`. Pick better value with `binwidth`.

## [1] "numeric data missing in glbObsAll: "
## named integer(0)
## [1] "numeric data w/ 0s in glbObsAll: "
## named integer(0)
## [1] "numeric data w/ Infs in glbObsAll: "
## named integer(0)
## [1] "numeric data w/ NaNs in glbObsAll: "
## named integer(0)
## [1] "string data missing in glbObsAll: "
## named list()
##   HOSPITAL.COST Hosp.Cost.log .n
## 1      109085.8      11.59989  4
## 2      114580.0      11.64903  4
## 3      119935.4      11.69471  4
## 4      120064.0      11.69578  4
## 5      122892.0      11.71906  4
## 6      125643.0      11.74120  4
##     HOSPITAL.COST Hosp.Cost.log .n
## 54         129684      11.77286  2
## 94         146355      11.89379  2
## 114        162271      11.99702  2
## 129        169641      12.04144  2
## 167        205998      12.23562  2
## 186        241130      12.39309  2
##     HOSPITAL.COST Hosp.Cost.log .n
## 234        551809      13.22096  2
## 235        629990      13.35346  2
## 236        660293      13.40044  2
## 237        711616      13.47529  2
## 238        809130      13.60371  2
## 239        887350      13.69599  2

## `stat_bin()` using `bins = 30`. Pick better value with `binwidth`.

##          label step_major step_minor label_minor    bgn    end elapsed
## 2 inspect.data          2          0           0 13.586 21.195   7.609
## 3   scrub.data          2          1           1 21.196     NA      NA

Step 2.1: scrub data

## [1] "numeric data missing in : "
## named integer(0)
## [1] "numeric data w/ 0s in : "
## named integer(0)
## [1] "numeric data w/ Infs in : "
## named integer(0)
## [1] "numeric data w/ NaNs in : "
## named integer(0)
## [1] "string data missing in : "
## named list()
##            label step_major step_minor label_minor    bgn    end elapsed
## 3     scrub.data          2          1           1 21.196 24.099   2.903
## 4 transform.data          2          2           2 24.099     NA      NA

Step 2.2: transform data

## [1] "Creating new feature: HospCost.cut.fctr..."
##              label step_major step_minor label_minor    bgn    end elapsed
## 4   transform.data          2          2           2 24.099 24.145   0.046
## 5 extract.features          3          0           0 24.145     NA      NA

Step 3.0: extract features

##                  label step_major step_minor label_minor  bgn end elapsed
## 1 extract.features_bgn          1          0           0 24.2  NA      NA
##                                 label step_major step_minor label_minor
## 1                extract.features_bgn          1          0           0
## 2 extract.features_factorize.str.vars          2          0           0
##     bgn   end elapsed
## 1 24.20 24.21    0.01
## 2 24.21    NA      NA
##   .src 
## ".src"
##                                 label step_major step_minor label_minor
## 2 extract.features_factorize.str.vars          2          0           0
## 3                extract.features_end          3          0           0
##      bgn   end elapsed
## 2 24.210 24.23   0.021
## 3 24.231    NA      NA
##                                 label step_major step_minor label_minor
## 2 extract.features_factorize.str.vars          2          0           0
## 1                extract.features_bgn          1          0           0
##     bgn   end elapsed duration
## 2 24.21 24.23   0.021     0.02
## 1 24.20 24.21   0.010     0.01
## [1] "Total Elapsed Time: 24.23 secs"

## time trans    "bgn " "fit.data.training.all " "predict.data.new " "end " 
## 0.0000   multiple enabled transitions:  data.training.all data.new model.selected    firing:  data.training.all 
## 1.0000    1   2 1 0 0 
## 1.0000   multiple enabled transitions:  data.training.all data.new model.selected model.final data.training.all.prediction   firing:  data.new 
## 2.0000    2   1 1 1 0

##                 label step_major step_minor label_minor    bgn    end
## 5    extract.features          3          0           0 24.145 25.468
## 6 manage.missing.data          3          1           1 25.469     NA
##   elapsed
## 5   1.323
## 6      NA

Step 3.1: manage missing data

## [1] "numeric data missing in : "
## named integer(0)
## [1] "numeric data w/ 0s in : "
## named integer(0)
## [1] "numeric data w/ Infs in : "
## named integer(0)
## [1] "numeric data w/ NaNs in : "
## named integer(0)
## [1] "string data missing in : "
## named list()
## [1] "numeric data missing in : "
## named integer(0)
## [1] "numeric data w/ 0s in : "
## named integer(0)
## [1] "numeric data w/ Infs in : "
## named integer(0)
## [1] "numeric data w/ NaNs in : "
## named integer(0)
## [1] "string data missing in : "
## named list()
##                 label step_major step_minor label_minor    bgn    end
## 6 manage.missing.data          3          1           1 25.469 25.909
## 7        cluster.data          3          2           2 25.910     NA
##   elapsed
## 6   0.441
## 7      NA

Step 3.2: cluster data

##                     label step_major step_minor label_minor    bgn    end
## 7            cluster.data          3          2           2 25.910 25.952
## 8 partition.data.training          4          0           0 25.952     NA
##   elapsed
## 7   0.042
## 8      NA

Step 4.0: partition data training

## [1] "Newdata contains non-NA data for Hosp.Cost.log; setting OOB to Newdata"
##   HospCost.cut.fctr .n.Fit .n.OOB .n.Tst .freqRatio.Fit .freqRatio.OOB
## 1     (1e+05,2e+05]    151    151    151      0.6088710      0.6088710
## 2     (2e+05,3e+05]     44     44     44      0.1774194      0.1774194
## 3     (3e+05,9e+05]     34     34     34      0.1370968      0.1370968
## 4         [0,1e+05]     19     19     19      0.0766129      0.0766129
##   .freqRatio.Tst
## 1      0.6088710
## 2      0.1774194
## 3      0.1370968
## 4      0.0766129
## [1] "glbObsAll: "
## [1] 496   8
## [1] "glbObsTrn: "
## [1] 248   8
## [1] "glbObsFit: "
## [1] 248   7
## [1] "glbObsOOB: "
## [1] 248   7
## [1] "glbObsNew: "
## [1] 248   7
## Warning in rm(split): object 'split' not found
##                     label step_major step_minor label_minor    bgn    end
## 8 partition.data.training          4          0           0 25.952 26.095
## 9         select.features          5          0           0 26.096     NA
##   elapsed
## 8   0.144
## 9      NA

Step 5.0: select features

##                                  id       cor.y exclude.as.feat  cor.y.abs
## HospCost.cut.fctr HospCost.cut.fctr  0.92488332               1 0.92488332
## HOSPITAL.COST         HOSPITAL.COST  0.92424274               1 0.92424274
## PTID                           PTID -0.47202794               1 0.47202794
## BODY.WEIGHT             BODY.WEIGHT  0.38624773               0 0.38624773
## .rnorm                       .rnorm  0.07613297               0 0.07613297
## Loading required package: reshape2
##                                  id       cor.y exclude.as.feat  cor.y.abs
## HospCost.cut.fctr HospCost.cut.fctr  0.92488332               1 0.92488332
## HOSPITAL.COST         HOSPITAL.COST  0.92424274               1 0.92424274
## BODY.WEIGHT             BODY.WEIGHT  0.38624773               0 0.38624773
## .rnorm                       .rnorm  0.07613297               0 0.07613297
## PTID                           PTID -0.47202794               1 0.47202794
##                   cor.high.X freqRatio percentUnique zeroVar   nzv
## HospCost.cut.fctr         NA  3.431818      1.612903   FALSE FALSE
## HOSPITAL.COST             NA  1.000000     96.370968   FALSE FALSE
## BODY.WEIGHT               NA  1.444444     29.435484   FALSE FALSE
## .rnorm                    NA  1.000000    100.000000   FALSE FALSE
## PTID                      NA  1.000000    100.000000   FALSE FALSE
##                   is.cor.y.abs.low
## HospCost.cut.fctr            FALSE
## HOSPITAL.COST                FALSE
## BODY.WEIGHT                  FALSE
## .rnorm                       FALSE
## PTID                         FALSE
## Warning in myplot_scatter(plt_feats_df, "percentUnique", "freqRatio",
## colorcol_name = "nzv", : converting nzv to class:factor
## Warning: Removed 4 rows containing missing values (geom_point).
## Warning: Removed 4 rows containing missing values (geom_point).
## Warning: Removed 4 rows containing missing values (geom_point).

##  [1] id               cor.y            exclude.as.feat  cor.y.abs       
##  [5] cor.high.X       freqRatio        percentUnique    zeroVar         
##  [9] nzv              is.cor.y.abs.low
## <0 rows> (or 0-length row.names)

## [1] "numeric data missing in : "
## named integer(0)
## [1] "numeric data w/ 0s in : "
## named integer(0)
## [1] "numeric data w/ Infs in : "
## named integer(0)
## [1] "numeric data w/ NaNs in : "
## named integer(0)
## [1] "string data missing in : "
## .lcn 
##    0
## [1] "glb_feats_df:"
## [1]  5 12
##                          id exclude.as.feat rsp_var
## Hosp.Cost.log Hosp.Cost.log            TRUE    TRUE
##                          id      cor.y exclude.as.feat cor.y.abs
## HOSPITAL.COST HOSPITAL.COST  0.9242427            TRUE 0.9242427
## PTID                   PTID -0.4720279            TRUE 0.4720279
## Hosp.Cost.log Hosp.Cost.log         NA            TRUE        NA
##               cor.high.X freqRatio percentUnique zeroVar   nzv
## HOSPITAL.COST         NA         1      96.37097   FALSE FALSE
## PTID                  NA         1     100.00000   FALSE FALSE
## Hosp.Cost.log         NA        NA            NA      NA    NA
##               is.cor.y.abs.low interaction.feat shapiro.test.p.value
## HOSPITAL.COST            FALSE               NA                   NA
## PTID                     FALSE               NA                   NA
## Hosp.Cost.log               NA               NA                   NA
##               rsp_var_raw id_var rsp_var
## HOSPITAL.COST        TRUE     NA      NA
## PTID                FALSE   TRUE      NA
## Hosp.Cost.log          NA     NA    TRUE
## [1] "glb_feats_df vs. glbObsAll: "
## character(0)
## [1] "glbObsAll vs. glb_feats_df: "
## character(0)
##              label step_major step_minor label_minor    bgn    end elapsed
## 9  select.features          5          0           0 26.096 27.583   1.487
## 10      fit.models          6          0           0 27.583     NA      NA

Step 6.0: fit models

fit.models_0_chunk_df <- myadd_chunk(NULL, "fit.models_0_bgn", label.minor = "setup")
##              label step_major step_minor label_minor    bgn end elapsed
## 1 fit.models_0_bgn          1          0       setup 28.047  NA      NA
# load(paste0(glb_out_pfx, "dsk.RData"))

get_model_sel_frmla <- function() {
    model_evl_terms <- c(NULL)
    # min.aic.fit might not be avl
    lclMdlEvlCriteria <- 
        glbMdlMetricsEval[glbMdlMetricsEval %in% names(glb_models_df)]
    for (metric in lclMdlEvlCriteria)
        model_evl_terms <- c(model_evl_terms, 
                             ifelse(length(grep("max", metric)) > 0, "-", "+"), metric)
    if (glb_is_classification && glb_is_binomial)
        model_evl_terms <- c(model_evl_terms, "-", "opt.prob.threshold.OOB")
    model_sel_frmla <- as.formula(paste(c("~ ", model_evl_terms), collapse = " "))
    return(model_sel_frmla)
}

get_dsp_models_df <- function() {
    dsp_models_cols <- c("id", 
                    glbMdlMetricsEval[glbMdlMetricsEval %in% names(glb_models_df)],
                    grep("opt.", names(glb_models_df), fixed = TRUE, value = TRUE)) 
    dsp_models_df <- 
        #orderBy(get_model_sel_frmla(), glb_models_df)[, c("id", glbMdlMetricsEval)]
        orderBy(get_model_sel_frmla(), glb_models_df)[, dsp_models_cols]    
    nCvMdl <- sapply(glb_models_lst, function(mdl) nrow(mdl$results))
    nParams <- sapply(glb_models_lst, function(mdl) ifelse(mdl$method == "custom", 0, 
        nrow(subset(modelLookup(mdl$method), parameter != "parameter"))))
    
#     nCvMdl <- nCvMdl[names(nCvMdl) != "avNNet"]
#     nParams <- nParams[names(nParams) != "avNNet"]    
    
    if (length(cvMdlProblems <- nCvMdl[nCvMdl <= nParams]) > 0) {
        print("Cross Validation issues:")
        warning("Cross Validation issues:")        
        print(cvMdlProblems)
    }
    
    pltMdls <- setdiff(names(nCvMdl), names(cvMdlProblems))
    pltMdls <- setdiff(pltMdls, names(nParams[nParams == 0]))
    
    # length(pltMdls) == 21
    png(paste0(glb_out_pfx, "bestTune.png"), width = 480 * 2, height = 480 * 4)
    grid.newpage()
    pushViewport(viewport(layout = grid.layout(ceiling(length(pltMdls) / 2.0), 2)))
    pltIx <- 1
    for (mdlId in pltMdls) {
        print(ggplot(glb_models_lst[[mdlId]], highBestTune = TRUE) + labs(title = mdlId),   
              vp = viewport(layout.pos.row = ceiling(pltIx / 2.0), 
                            layout.pos.col = ((pltIx - 1) %% 2) + 1))  
        pltIx <- pltIx + 1
    }
    dev.off()

    if (all(row.names(dsp_models_df) != dsp_models_df$id))
        row.names(dsp_models_df) <- dsp_models_df$id
    return(dsp_models_df)
}
#get_dsp_models_df()

if (glb_is_classification && glb_is_binomial && 
        (length(unique(glbObsFit[, glb_rsp_var])) < 2))
    stop("glbObsFit$", glb_rsp_var, ": contains less than 2 unique values: ",
         paste0(unique(glbObsFit[, glb_rsp_var]), collapse=", "))

max_cor_y_x_vars <- orderBy(~ -cor.y.abs, 
        subset(glb_feats_df, (exclude.as.feat == 0) & !nzv & !is.cor.y.abs.low & 
                                is.na(cor.high.X)))[1:2, "id"]
max_cor_y_x_vars <- max_cor_y_x_vars[!is.na(max_cor_y_x_vars)]

if (!is.null(glb_Baseline_mdl_var)) {
    if ((max_cor_y_x_vars[1] != glb_Baseline_mdl_var) & 
        (glb_feats_df[glb_feats_df$id == max_cor_y_x_vars[1], "cor.y.abs"] > 
         glb_feats_df[glb_feats_df$id == glb_Baseline_mdl_var, "cor.y.abs"]))
        stop(max_cor_y_x_vars[1], " has a higher correlation with ", glb_rsp_var, 
             " than the Baseline var: ", glb_Baseline_mdl_var)
}

glb_model_type <- ifelse(glb_is_regression, "regression", "classification")
    
# Model specs
c("id.prefix", "method", "type",
  # trainControl params
  "preProc.method", "cv.n.folds", "cv.n.repeats", "summary.fn",
  # train params
  "metric", "metric.maximize", "tune.df")
##  [1] "id.prefix"       "method"          "type"           
##  [4] "preProc.method"  "cv.n.folds"      "cv.n.repeats"   
##  [7] "summary.fn"      "metric"          "metric.maximize"
## [10] "tune.df"
# Baseline
if (!is.null(glb_Baseline_mdl_var)) {
    fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df, 
                            paste0("fit.models_0_", "Baseline"), major.inc = FALSE,
                                    label.minor = "mybaseln_classfr")
    ret_lst <- myfit_mdl(mdl_id="Baseline", 
                         model_method="mybaseln_classfr",
                        indep_vars_vctr=glb_Baseline_mdl_var,
                        rsp_var=glb_rsp_var,
                        fit_df=glbObsFit, OOB_df=glbObsOOB)
}    

# Most Frequent Outcome "MFO" model: mean(y) for regression
#   Not using caret's nullModel since model stats not avl
#   Cannot use rpart for multinomial classification since it predicts non-MFO
fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df, 
                            paste0("fit.models_0_", "MFO"), major.inc = FALSE,
                                    label.minor = "myMFO_classfr")
##              label step_major step_minor   label_minor    bgn   end
## 1 fit.models_0_bgn          1          0         setup 28.047 28.08
## 2 fit.models_0_MFO          1          1 myMFO_classfr 28.080    NA
##   elapsed
## 1   0.033
## 2      NA
ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
    id.prefix = "MFO", type = glb_model_type, trainControl.method = "none",
    train.method = ifelse(glb_is_regression, "lm", "myMFO_classfr"))),
                        indep_vars = ".rnorm", rsp_var = glb_rsp_var,
                        fit_df = glbObsFit, OOB_df = glbObsOOB)
## [1] "fitting model: MFO###lm"
## [1] "    indep_vars: .rnorm"
## Fitting parameter = none on full training set

## 
## Call:
## lm(formula = .outcome ~ ., data = dat)
## 
## Residuals:
##      Min       1Q   Median       3Q      Max 
## -1.29869 -0.28304 -0.05497  0.25958  1.65039 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept) 12.06395    0.03210 375.801   <2e-16 ***
## .rnorm       0.03803    0.03176   1.198    0.232    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.5049 on 246 degrees of freedom
## Multiple R-squared:  0.005796,   Adjusted R-squared:  0.001755 
## F-statistic: 1.434 on 1 and 246 DF,  p-value: 0.2322
## 
##         id  feats max.nTuningRuns min.elapsedtime.everything
## 1 MFO###lm .rnorm               0                       0.52
##   min.elapsedtime.final max.R.sq.fit min.RMSE.fit max.Adj.R.sq.fit
## 1                 0.004  0.005796229    0.5029066       0.00175475
##   max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.OOB
## 1  -0.01193403    0.5073711      -0.01604758
if (glb_is_classification) {
    # "random" model - only for classification; 
    #   none needed for regression since it is same as MFO
fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df, 
                            paste0("fit.models_0_", "Random"), major.inc = FALSE,
                                    label.minor = "myrandom_classfr")

#stop(here"); glb2Sav(); all.equal(glb_models_df, sav_models_df)    
    ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
        id.prefix = "Random", type = glb_model_type, trainControl.method = "none",
        train.method = "myrandom_classfr")),
                        indep_vars = ".rnorm", rsp_var = glb_rsp_var,
                        fit_df = glbObsFit, OOB_df = glbObsOOB)
}

# Max.cor.Y
#   Check impact of cv
#       rpart is not a good candidate since caret does not optimize cp (only tuning parameter of rpart) well
fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df, 
                        paste0("fit.models_0_", "Max.cor.Y.rcv.*X*"), major.inc = FALSE,
                                    label.minor = "glmnet")
##                            label step_major step_minor   label_minor
## 2               fit.models_0_MFO          1          1 myMFO_classfr
## 3 fit.models_0_Max.cor.Y.rcv.*X*          1          2        glmnet
##      bgn    end elapsed
## 2 28.080 29.988   1.908
## 3 29.988     NA      NA
ret_lst <- myfit_mdl(mdl_specs_lst=myinit_mdl_specs_lst(mdl_specs_lst=list(
    id.prefix="Max.cor.Y.rcv.1X1", type=glb_model_type, trainControl.method="none",
    train.method="glmnet")),
                    indep_vars=max_cor_y_x_vars, rsp_var=glb_rsp_var, 
                    fit_df=glbObsFit, OOB_df=glbObsOOB)
## [1] "fitting model: Max.cor.Y.rcv.1X1###glmnet"
## [1] "    indep_vars: BODY.WEIGHT,.rnorm"
## Loading required package: glmnet
## Loading required package: Matrix
## Loaded glmnet 2.0-2
## Fitting alpha = 0.1, lambda = 0.0039 on full training set

##             Length Class      Mode     
## a0           71    -none-     numeric  
## beta        142    dgCMatrix  S4       
## df           71    -none-     numeric  
## dim           2    -none-     numeric  
## lambda       71    -none-     numeric  
## dev.ratio    71    -none-     numeric  
## nulldev       1    -none-     numeric  
## npasses       1    -none-     numeric  
## jerr          1    -none-     numeric  
## offset        1    -none-     logical  
## call          5    -none-     call     
## nobs          1    -none-     numeric  
## lambdaOpt     1    -none-     numeric  
## xNames        2    -none-     character
## problemType   1    -none-     character
## tuneValue     2    data.frame list     
## obsLevels     1    -none-     logical  
## [1] "min lambda > lambdaOpt:"
##  (Intercept)       .rnorm  BODY.WEIGHT 
## 11.751975701  0.026888035  0.008296706 
## [1] "max lambda < lambdaOpt:"
##  (Intercept)       .rnorm  BODY.WEIGHT 
## 11.751716036  0.026933689  0.008303683 
##                           id              feats max.nTuningRuns
## 1 Max.cor.Y.rcv.1X1###glmnet BODY.WEIGHT,.rnorm               0
##   min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1                      0.651                 0.009    0.1521751
##   min.RMSE.fit max.Adj.R.sq.fit max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.OOB
## 1    0.4644112        0.1452541    0.1446392    0.4664706        0.1376567
if (glbMdlCheckRcv) {
    # rcv_n_folds == 1 & rcv_n_repeats > 1 crashes
    for (rcv_n_folds in seq(3, glb_rcv_n_folds + 2, 2))
        for (rcv_n_repeats in seq(1, glb_rcv_n_repeats + 2, 2)) {
            
            # Experiment specific code to avoid caret crash
    #         lcl_tune_models_df <- rbind(data.frame()
    #                             ,data.frame(method = "glmnet", parameter = "alpha", 
    #                                         vals = "0.100 0.325 0.550 0.775 1.000")
    #                             ,data.frame(method = "glmnet", parameter = "lambda",
    #                                         vals = "9.342e-02")    
    #                                     )
            
            ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst =
                list(
                id.prefix = paste0("Max.cor.Y.rcv.", rcv_n_folds, "X", rcv_n_repeats), 
                type = glb_model_type, 
    # tune.df = lcl_tune_models_df,            
                trainControl.method = "repeatedcv",
                trainControl.number = rcv_n_folds, 
                trainControl.repeats = rcv_n_repeats,
                trainControl.classProbs = glb_is_classification,
                trainControl.summaryFunction = glbMdlMetricSummaryFn,
                train.method = "glmnet", train.metric = glbMdlMetricSummary, 
                train.maximize = glbMdlMetricMaximize)),
                                indep_vars = max_cor_y_x_vars, rsp_var = glb_rsp_var, 
                                fit_df = glbObsFit, OOB_df = glbObsOOB)
        }
    # Add parallel coordinates graph of glb_models_df[, glbMdlMetricsEval] to evaluate cv parameters
    tmp_models_cols <- c("id", "max.nTuningRuns",
                        glbMdlMetricsEval[glbMdlMetricsEval %in% names(glb_models_df)],
                        grep("opt.", names(glb_models_df), fixed = TRUE, value = TRUE)) 
    print(myplot_parcoord(obs_df = subset(glb_models_df, 
                                          grepl("Max.cor.Y.rcv.", id, fixed = TRUE), 
                                            select = -feats)[, tmp_models_cols],
                          id_var = "id"))
}
        
# Useful for stacking decisions
# fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df, 
#                     paste0("fit.models_0_", "Max.cor.Y[rcv.1X1.cp.0|]"), major.inc = FALSE,
#                                     label.minor = "rpart")
# 
# ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
#     id.prefix = "Max.cor.Y.rcv.1X1.cp.0", type = glb_model_type, trainControl.method = "none",
#     train.method = "rpart",
#     tune.df=data.frame(method="rpart", parameter="cp", min=0.0, max=0.0, by=0.1))),
#                     indep_vars=max_cor_y_x_vars, rsp_var=glb_rsp_var, 
#                     fit_df=glbObsFit, OOB_df=glbObsOOB)

#stop(here"); glb2Sav(); all.equal(glb_models_df, sav_models_df)
# if (glb_is_regression || glb_is_binomial) # For multinomials this model will be run next by default
ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
                        id.prefix = "Max.cor.Y", 
                        type = glb_model_type, trainControl.method = "repeatedcv",
                        trainControl.number = glb_rcv_n_folds, 
                        trainControl.repeats = glb_rcv_n_repeats,
                        trainControl.classProbs = glb_is_classification,
                        trainControl.summaryFunction = glbMdlMetricSummaryFn,
                        trainControl.allowParallel = glbMdlAllowParallel,                        
                        train.metric = glbMdlMetricSummary, 
                        train.maximize = glbMdlMetricMaximize,    
                        train.method = "rpart")),
                    indep_vars = max_cor_y_x_vars, rsp_var = glb_rsp_var, 
                    fit_df = glbObsFit, OOB_df = glbObsOOB)
## [1] "fitting model: Max.cor.Y##rcv#rpart"
## [1] "    indep_vars: BODY.WEIGHT,.rnorm"
## Loading required package: rpart
## Warning in nominalTrainWorkflow(x = x, y = y, wts = weights, info =
## trainInfo, : There were missing values in resampled performance measures.
## Aggregating results
## Selecting tuning parameters
## Fitting cp = 0.0246 on full training set
## Loading required package: rpart.plot

## Call:
## rpart(formula = .outcome ~ ., control = list(minsplit = 20, minbucket = 7, 
##     cp = 0, maxcompete = 4, maxsurrogate = 5, usesurrogate = 2, 
##     surrogatestyle = 0, maxdepth = 30, xval = 0))
##   n= 248 
## 
##           CP nsplit rel error
## 1 0.18987739      0 1.0000000
## 2 0.02464631      1 0.8101226
## 
## Variable importance
## BODY.WEIGHT      .rnorm 
##          90          10 
## 
## Node number 1: 248 observations,    complexity param=0.1898774
##   mean=12.06208, MSE=0.2543896 
##   left son=2 (122 obs) right son=3 (126 obs)
##   Primary splits:
##       BODY.WEIGHT < 38.5       to the left,  improve=0.18987740, (0 missing)
##       .rnorm      < 0.5703666  to the left,  improve=0.02043166, (0 missing)
##   Surrogate splits:
##       .rnorm < -0.5070017 to the left,  agree=0.565, adj=0.115, (0 split)
## 
## Node number 2: 122 observations
##   mean=11.83873, MSE=0.1522431 
## 
## Node number 3: 126 observations
##   mean=12.27835, MSE=0.2582211 
## 
## n= 248 
## 
## node), split, n, deviance, yval
##       * denotes terminal node
## 
## 1) root 248 63.08861 12.06208  
##   2) BODY.WEIGHT< 38.5 122 18.57365 11.83873 *
##   3) BODY.WEIGHT>=38.5 126 32.53585 12.27835 *
##                     id              feats max.nTuningRuns
## 1 Max.cor.Y##rcv#rpart BODY.WEIGHT,.rnorm               5
##   min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1                      1.303                  0.01    0.1898774
##   min.RMSE.fit max.Adj.R.sq.fit max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.OOB
## 1    0.4797535               NA    0.1898774    0.4539678               NA
##   max.Rsquared.fit min.RMSESD.fit max.RsquaredSD.fit
## 1        0.1320893     0.04290367          0.0492474
if ((length(glbFeatsDateTime) > 0) && 
    (sum(grepl(paste(names(glbFeatsDateTime), "\\.day\\.minutes\\.poly\\.", sep = ""),
               names(glbObsAll))) > 0)) {
    fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df, 
                    paste0("fit.models_0_", "Max.cor.Y.Time.Poly"), major.inc = FALSE,
                                    label.minor = "glmnet")

    indepVars <- c(max_cor_y_x_vars, 
            grep(paste(names(glbFeatsDateTime), "\\.day\\.minutes\\.poly\\.", sep = ""),
                        names(glbObsAll), value = TRUE))
    indepVars <- myadjust_interaction_feats(indepVars)
    ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
            id.prefix = "Max.cor.Y.Time.Poly", 
            type = glb_model_type, trainControl.method = "repeatedcv",
            trainControl.number = glb_rcv_n_folds, trainControl.repeats = glb_rcv_n_repeats,
            trainControl.classProbs = glb_is_classification,
            trainControl.summaryFunction = glbMdlMetricSummaryFn,
            train.metric = glbMdlMetricSummary, 
            train.maximize = glbMdlMetricMaximize,    
            train.method = "glmnet")),
        indep_vars = indepVars,
        rsp_var = glb_rsp_var, 
        fit_df = glbObsFit, OOB_df = glbObsOOB)
}

if ((length(glbFeatsDateTime) > 0) && 
    (sum(grepl(paste(names(glbFeatsDateTime), "\\.last[[:digit:]]", sep = ""),
               names(glbObsAll))) > 0)) {
    fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df, 
                    paste0("fit.models_0_", "Max.cor.Y.Time.Lag"), major.inc = FALSE,
                                    label.minor = "glmnet")

    indepVars <- c(max_cor_y_x_vars, 
            grep(paste(names(glbFeatsDateTime), "\\.last[[:digit:]]", sep = ""),
                        names(glbObsAll), value = TRUE))
    indepVars <- myadjust_interaction_feats(indepVars)
    ret_lst <- myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
        id.prefix = "Max.cor.Y.Time.Lag", 
        type = glb_model_type, 
        tune.df = glbMdlTuneParams,        
        trainControl.method = "repeatedcv",
        trainControl.number = glb_rcv_n_folds, trainControl.repeats = glb_rcv_n_repeats,
        trainControl.classProbs = glb_is_classification,
        trainControl.summaryFunction = glbMdlMetricSummaryFn,
        train.metric = glbMdlMetricSummary, 
        train.maximize = glbMdlMetricMaximize,    
        train.method = "glmnet")),
        indep_vars = indepVars,
        rsp_var = glb_rsp_var, 
        fit_df = glbObsFit, OOB_df = glbObsOOB)
}

# Interactions.High.cor.Y
if (length(int_feats <- setdiff(setdiff(unique(glb_feats_df$cor.high.X), NA), 
                                subset(glb_feats_df, nzv)$id)) > 0) {
    fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df, 
                    paste0("fit.models_0_", "Interact.High.cor.Y"), major.inc = FALSE,
                                    label.minor = "glmnet")

    ret_lst <- myfit_mdl(mdl_specs_lst=myinit_mdl_specs_lst(mdl_specs_lst=list(
        id.prefix="Interact.High.cor.Y", 
        type=glb_model_type, trainControl.method="repeatedcv",
        trainControl.number=glb_rcv_n_folds, trainControl.repeats=glb_rcv_n_repeats,
            trainControl.classProbs = glb_is_classification,
            trainControl.summaryFunction = glbMdlMetricSummaryFn,
            train.metric = glbMdlMetricSummary, 
            train.maximize = glbMdlMetricMaximize,    
        train.method="glmnet")),
        indep_vars=c(max_cor_y_x_vars, paste(max_cor_y_x_vars[1], int_feats, sep=":")),
        rsp_var=glb_rsp_var, 
        fit_df=glbObsFit, OOB_df=glbObsOOB)
}    

# Low.cor.X
fit.models_0_chunk_df <- myadd_chunk(fit.models_0_chunk_df, 
                        paste0("fit.models_0_", "Low.cor.X"), major.inc = FALSE,
                                     label.minor = "glmnet")
##                            label step_major step_minor label_minor    bgn
## 3 fit.models_0_Max.cor.Y.rcv.*X*          1          2      glmnet 29.988
## 4         fit.models_0_Low.cor.X          1          3      glmnet 34.703
##      end elapsed
## 3 34.703   4.715
## 4     NA      NA
indep_vars <- subset(glb_feats_df, is.na(cor.high.X) & !nzv & 
                              (exclude.as.feat != 1))[, "id"]  
indep_vars <- myadjust_interaction_feats(indep_vars)
ret_lst <- myfit_mdl(mdl_specs_lst=myinit_mdl_specs_lst(mdl_specs_lst=list(
        id.prefix="Low.cor.X", 
        type=glb_model_type, 
        tune.df = glbMdlTuneParams,        
        trainControl.method="repeatedcv",
        trainControl.number=glb_rcv_n_folds, trainControl.repeats=glb_rcv_n_repeats,
            trainControl.classProbs = glb_is_classification,
            trainControl.summaryFunction = glbMdlMetricSummaryFn,
            train.metric = glbMdlMetricSummary, 
            train.maximize = glbMdlMetricMaximize,    
        train.method="glmnet")),
        indep_vars=indep_vars, rsp_var=glb_rsp_var, 
        fit_df=glbObsFit, OOB_df=glbObsOOB)
## [1] "fitting model: Low.cor.X##rcv#glmnet"
## [1] "    indep_vars: BODY.WEIGHT,.rnorm"
## Aggregating results
## Selecting tuning parameters
## Fitting alpha = 0.325, lambda = 0.0181 on full training set

##             Length Class      Mode     
## a0           62    -none-     numeric  
## beta        124    dgCMatrix  S4       
## df           62    -none-     numeric  
## dim           2    -none-     numeric  
## lambda       62    -none-     numeric  
## dev.ratio    62    -none-     numeric  
## nulldev       1    -none-     numeric  
## npasses       1    -none-     numeric  
## jerr          1    -none-     numeric  
## offset        1    -none-     logical  
## call          5    -none-     call     
## nobs          1    -none-     numeric  
## lambdaOpt     1    -none-     numeric  
## xNames        2    -none-     character
## problemType   1    -none-     character
## tuneValue     2    data.frame list     
## obsLevels     1    -none-     logical  
## [1] "min lambda > lambdaOpt:"
##  (Intercept)       .rnorm  BODY.WEIGHT 
## 11.765938081  0.021267675  0.007917391 
## [1] "max lambda < lambdaOpt:"
##  (Intercept)       .rnorm  BODY.WEIGHT 
## 11.764469647  0.021801540  0.007957209 
##                      id              feats max.nTuningRuns
## 1 Low.cor.X##rcv#glmnet BODY.WEIGHT,.rnorm              25
##   min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1                      1.585                 0.005    0.1516354
##   min.RMSE.fit max.Adj.R.sq.fit max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.OOB
## 1    0.4676364          0.14471    0.1454083    0.4662609         0.138432
##   max.Rsquared.fit min.RMSESD.fit max.RsquaredSD.fit
## 1        0.1496268     0.03517891         0.05327291
fit.models_0_chunk_df <- 
    myadd_chunk(fit.models_0_chunk_df, "fit.models_0_end", major.inc = FALSE,
                label.minor = "teardown")
##                    label step_major step_minor label_minor    bgn    end
## 4 fit.models_0_Low.cor.X          1          3      glmnet 34.703 37.776
## 5       fit.models_0_end          1          4    teardown 37.776     NA
##   elapsed
## 4   3.073
## 5      NA
rm(ret_lst)

glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.models", major.inc = FALSE)
##         label step_major step_minor label_minor    bgn    end elapsed
## 10 fit.models          6          0           0 27.583 37.786  10.203
## 11 fit.models          6          1           1 37.786     NA      NA
fit.models_1_chunk_df <- myadd_chunk(NULL, "fit.models_1_bgn", label.minor="setup")
##              label step_major step_minor label_minor    bgn end elapsed
## 1 fit.models_1_bgn          1          0       setup 38.939  NA      NA
#stop(here"); glb2Sav(); all.equal(glb_models_df, sav_models_df)
topindep_var <- NULL; interact_vars <- NULL;
for (mdl_id_pfx in names(glbMdlFamilies)) {
    fit.models_1_chunk_df <- 
        myadd_chunk(fit.models_1_chunk_df, paste0("fit.models_1_", mdl_id_pfx),
                    major.inc = FALSE, label.minor = "setup")

    indep_vars <- NULL;

    if (grepl("\\.Interact", mdl_id_pfx)) {
        if (is.null(topindep_var) && is.null(interact_vars)) {
        #   select best glmnet model upto now
            dsp_models_df <- orderBy(model_sel_frmla <- get_model_sel_frmla(),
                                     glb_models_df)
            dsp_models_df <- subset(dsp_models_df, 
                                    grepl(".glmnet", id, fixed = TRUE))
            bst_mdl_id <- dsp_models_df$id[1]
            mdl_id_pfx <- 
                paste(c(head(unlist(strsplit(bst_mdl_id, "[.]")), -1), "Interact"),
                      collapse=".")
        #   select important features
            if (is.null(bst_featsimp_df <- 
                        myget_feats_importance(glb_models_lst[[bst_mdl_id]]))) {
                warning("Base model for RFE.Interact: ", bst_mdl_id, 
                        " has no important features")
                next
            }    
            
            topindep_ix <- 1
            while (is.null(topindep_var) && (topindep_ix <= nrow(bst_featsimp_df))) {
                topindep_var <- row.names(bst_featsimp_df)[topindep_ix]
                if (grepl(".fctr", topindep_var, fixed=TRUE))
                    topindep_var <- 
                        paste0(unlist(strsplit(topindep_var, ".fctr"))[1], ".fctr")
                if (topindep_var %in% names(glbFeatsInteractionOnly)) {
                    topindep_var <- NULL; topindep_ix <- topindep_ix + 1
                } else break
            }
            
        #   select features with importance > max(10, importance of .rnorm) & is not highest
        #       combine factor dummy features to just the factor feature
            if (length(pos_rnorm <- 
                       grep(".rnorm", row.names(bst_featsimp_df), fixed=TRUE)) > 0)
                imp_rnorm <- bst_featsimp_df[pos_rnorm, 1] else
                imp_rnorm <- NA    
            imp_cutoff <- max(10, imp_rnorm, na.rm=TRUE)
            interact_vars <- 
                tail(row.names(subset(bst_featsimp_df, 
                                      imp > imp_cutoff)), -1)
            if (length(interact_vars) > 0) {
                interact_vars <-
                    myadjust_interaction_feats(myextract_actual_feats(interact_vars))
                interact_vars <- 
                    interact_vars[!grepl(topindep_var, interact_vars, fixed=TRUE)]
            }
            ### bid0_sp only
#             interact_vars <- c(
#     "biddable", "D.ratio.sum.TfIdf.wrds.n", "D.TfIdf.sum.stem.stop.Ratio", "D.sum.TfIdf",
#     "D.TfIdf.sum.post.stop", "D.TfIdf.sum.post.stem", "D.ratio.wrds.stop.n.wrds.n", "D.chrs.uppr.n.log",
#     "D.chrs.n.log", "color.fctr"
#     # , "condition.fctr", "prdl.my.descr.fctr"
#                                 )
#            interact_vars <- setdiff(interact_vars, c("startprice.dgt2.is9", "color.fctr"))
            ###
            indep_vars <- myextract_actual_feats(row.names(bst_featsimp_df))
            indep_vars <- setdiff(indep_vars, topindep_var)
            if (length(interact_vars) > 0) {
                indep_vars <- 
                    setdiff(indep_vars, myextract_actual_feats(interact_vars))
                indep_vars <- c(indep_vars, 
                    paste(topindep_var, setdiff(interact_vars, topindep_var), 
                          sep = "*"))
            } else indep_vars <- union(indep_vars, topindep_var)
        }
    }
    
    if (is.null(indep_vars))
        indep_vars <- glb_mdl_feats_lst[[mdl_id_pfx]]

    if (is.null(indep_vars) && grepl("RFE\\.", mdl_id_pfx))
        indep_vars <- myextract_actual_feats(predictors(rfe_fit_results))
    
    if (is.null(indep_vars))
        indep_vars <- subset(glb_feats_df, !nzv & (exclude.as.feat != 1))[, "id"]
    
    if ((length(indep_vars) == 1) && (grepl("^%<d-%", indep_vars))) {    
        indep_vars <- 
            eval(parse(text = str_trim(unlist(strsplit(indep_vars, "%<d-%"))[2])))
    }    

    indep_vars <- myadjust_interaction_feats(indep_vars)
    
    if (grepl("\\.Interact", mdl_id_pfx)) { 
        # if (method != tail(unlist(strsplit(bst_mdl_id, "[.]")), 1)) next
        if (is.null(glbMdlFamilies[[mdl_id_pfx]])) {
            if (!is.null(glbMdlFamilies[["Best.Interact"]]))
                glbMdlFamilies[[mdl_id_pfx]] <-
                    glbMdlFamilies[["Best.Interact"]]
        }
    }
    
    if (!is.null(glbObsFitOutliers[[mdl_id_pfx]])) {
        fitobs_df <- glbObsFit[!(glbObsFit[, glb_id_var] %in%
                                         glbObsFitOutliers[[mdl_id_pfx]]), ]
    } else fitobs_df <- glbObsFit

    if (is.null(glbMdlFamilies[[mdl_id_pfx]]))
        mdl_methods <- glbMdlMethods else
        mdl_methods <- glbMdlFamilies[[mdl_id_pfx]]    

    for (method in mdl_methods) {
        if (method %in% c("rpart", "rf")) {
            # rpart:    fubar's the tree
            # rf:       skip the scenario w/ .rnorm for speed
            indep_vars <- setdiff(indep_vars, c(".rnorm"))
            #mdl_id <- paste0(mdl_id_pfx, ".no.rnorm")
        } 

        fit.models_1_chunk_df <- myadd_chunk(fit.models_1_chunk_df, 
                            paste0("fit.models_1_", mdl_id_pfx), major.inc = FALSE,
                                    label.minor = method)

        ret_lst <- 
            myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
            id.prefix = mdl_id_pfx, 
            type = glb_model_type, 
            tune.df = glbMdlTuneParams,
            trainControl.method = "repeatedcv",
            trainControl.number = glb_rcv_n_folds,
            trainControl.repeats = glb_rcv_n_repeats,
            trainControl.classProbs = glb_is_classification,
            trainControl.summaryFunction = glbMdlMetricSummaryFn,
            train.metric = glbMdlMetricSummary, 
            train.maximize = glbMdlMetricMaximize,    
            train.method = method)),
            indep_vars = indep_vars, rsp_var = glb_rsp_var, 
            fit_df = fitobs_df, OOB_df = glbObsOOB)
    }
}
##                label step_major step_minor label_minor    bgn    end
## 1   fit.models_1_bgn          1          0       setup 38.939 38.949
## 2 fit.models_1_All.X          1          1       setup 38.950     NA
##   elapsed
## 1   0.011
## 2      NA
##                label step_major step_minor label_minor    bgn    end
## 2 fit.models_1_All.X          1          1       setup 38.950 38.956
## 3 fit.models_1_All.X          1          2      glmnet 38.957     NA
##   elapsed
## 2   0.006
## 3      NA
## [1] "fitting model: All.X##rcv#glmnet"
## [1] "    indep_vars: BODY.WEIGHT,.rnorm"
## Aggregating results
## Selecting tuning parameters
## Fitting alpha = 0.325, lambda = 0.0181 on full training set

##             Length Class      Mode     
## a0           62    -none-     numeric  
## beta        124    dgCMatrix  S4       
## df           62    -none-     numeric  
## dim           2    -none-     numeric  
## lambda       62    -none-     numeric  
## dev.ratio    62    -none-     numeric  
## nulldev       1    -none-     numeric  
## npasses       1    -none-     numeric  
## jerr          1    -none-     numeric  
## offset        1    -none-     logical  
## call          5    -none-     call     
## nobs          1    -none-     numeric  
## lambdaOpt     1    -none-     numeric  
## xNames        2    -none-     character
## problemType   1    -none-     character
## tuneValue     2    data.frame list     
## obsLevels     1    -none-     logical  
## [1] "min lambda > lambdaOpt:"
##  (Intercept)       .rnorm  BODY.WEIGHT 
## 11.765938081  0.021267675  0.007917391 
## [1] "max lambda < lambdaOpt:"
##  (Intercept)       .rnorm  BODY.WEIGHT 
## 11.764469647  0.021801540  0.007957209 
##                  id              feats max.nTuningRuns
## 1 All.X##rcv#glmnet BODY.WEIGHT,.rnorm              25
##   min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1                      1.583                 0.006    0.1516354
##   min.RMSE.fit max.Adj.R.sq.fit max.R.sq.OOB min.RMSE.OOB max.Adj.R.sq.OOB
## 1    0.4676364          0.14471    0.1454083    0.4662609         0.138432
##   max.Rsquared.fit min.RMSESD.fit max.RsquaredSD.fit
## 1        0.1496268     0.03517891         0.05327291
##                label step_major step_minor label_minor    bgn    end
## 3 fit.models_1_All.X          1          2      glmnet 38.957 41.997
## 4 fit.models_1_All.X          1          3         glm 41.997     NA
##   elapsed
## 3    3.04
## 4      NA
## [1] "fitting model: All.X##rcv#glm"
## [1] "    indep_vars: BODY.WEIGHT,.rnorm"
## Aggregating results
## Fitting final model on full training set

## 
## Call:
## NULL
## 
## Deviance Residuals: 
##      Min        1Q    Median        3Q       Max  
## -1.32177  -0.27161  -0.03125   0.25875   1.45764  
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) 11.749033   0.056804 206.836  < 2e-16 ***
## .rnorm       0.027405   0.029431   0.931    0.353    
## BODY.WEIGHT  0.008376   0.001288   6.504 4.36e-10 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## (Dispersion parameter for gaussian family taken to be 0.2183155)
## 
##     Null deviance: 63.089  on 247  degrees of freedom
## Residual deviance: 53.487  on 245  degrees of freedom
## AIC: 331.37
## 
## Number of Fisher Scoring iterations: 2
## 
##               id              feats max.nTuningRuns
## 1 All.X##rcv#glm BODY.WEIGHT,.rnorm               1
##   min.elapsedtime.everything min.elapsedtime.final max.R.sq.fit
## 1                      1.253                 0.006    0.1521877
##   min.RMSE.fit min.aic.fit max.Adj.R.sq.fit max.R.sq.OOB min.RMSE.OOB
## 1    0.4678318    331.3654        0.1452668    0.1445632    0.4664914
##   max.Adj.R.sq.OOB max.Rsquared.fit min.RMSESD.fit max.RsquaredSD.fit
## 1          0.13758        0.1488841     0.03497147          0.0524003
# Check if other preProcess methods improve model performance
fit.models_1_chunk_df <- 
    myadd_chunk(fit.models_1_chunk_df, "fit.models_1_preProc", major.inc = FALSE,
                label.minor = "preProc")
##                  label step_major step_minor label_minor    bgn    end
## 4   fit.models_1_All.X          1          3         glm 41.997 44.665
## 5 fit.models_1_preProc          1          4     preProc 44.665     NA
##   elapsed
## 4   2.668
## 5      NA
mdl_id <- orderBy(get_model_sel_frmla(), glb_models_df)[1, "id"]
indep_vars_vctr <- trim(unlist(strsplit(glb_models_df[glb_models_df$id == mdl_id,
                                                      "feats"], "[,]")))
method <- tail(unlist(strsplit(mdl_id, "[.]")), 1)
mdl_id_pfx <- paste0(head(unlist(strsplit(mdl_id, "[.]")), -1), collapse = ".")
if (!is.null(glbObsFitOutliers[[mdl_id_pfx]])) {
    fitobs_df <- glbObsFit[!(glbObsFit[, glb_id_var] %in%
                                     glbObsFitOutliers[[mdl_id_pfx]]), ]
} else fitobs_df <- glbObsFit

for (prePr in glb_preproc_methods) {   
    # The operations are applied in this order: 
    #   Box-Cox/Yeo-Johnson transformation, centering, scaling, range, imputation, PCA, ICA then spatial sign.
    
    ret_lst <- myfit_mdl(mdl_specs_lst=myinit_mdl_specs_lst(mdl_specs_lst=list(
            id.prefix=mdl_id_pfx, 
            type=glb_model_type, tune.df=glbMdlTuneParams,
            trainControl.method="repeatedcv",
            trainControl.number=glb_rcv_n_folds,
            trainControl.repeats=glb_rcv_n_repeats,
            trainControl.classProbs = glb_is_classification,
            trainControl.summaryFunction = glbMdlMetricSummaryFn,
            train.metric = glbMdlMetricSummary, 
            train.maximize = glbMdlMetricMaximize,    
            train.method=method, train.preProcess=prePr)),
            indep_vars=indep_vars_vctr, rsp_var=glb_rsp_var, 
            fit_df=fitobs_df, OOB_df=glbObsOOB)
}            
    
    # If (All|RFE).X.glm is less accurate than Low.Cor.X.glm
    #   check NA coefficients & filter appropriate terms in indep_vars_vctr
#     if (method == "glm") {
#         orig_glm <- glb_models_lst[[paste0(mdl_id, ".", model_method)]]$finalModel
#         orig_glm <- glb_models_lst[["All.X.glm"]]$finalModel; print(summary(orig_glm))
#         orig_glm <- glb_models_lst[["RFE.X.glm"]]$finalModel; print(summary(orig_glm))
#           require(car)
#           vif_orig_glm <- vif(orig_glm); print(vif_orig_glm)
#           # if vif errors out with "there are aliased coefficients in the model"
#               alias_orig_glm <- alias(orig_glm); alias_complete_orig_glm <- (alias_orig_glm$Complete > 0); alias_complete_orig_glm <- alias_complete_orig_glm[rowSums(alias_complete_orig_glm) > 0, colSums(alias_complete_orig_glm) > 0]; print(alias_complete_orig_glm)
#           print(vif_orig_glm[!is.na(vif_orig_glm) & (vif_orig_glm == Inf)])
#           print(which.max(vif_orig_glm))
#           print(sort(vif_orig_glm[vif_orig_glm >= 1.0e+03], decreasing=TRUE))
#           glbObsFit[c(1143, 3637, 3953, 4105), c("UniqueID", "Popular", "H.P.quandary", "Headline")]
#           glb_feats_df[glb_feats_df$id %in% grep("[HSA]\\.chrs.n.log", glb_feats_df$id, value=TRUE) | glb_feats_df$cor.high.X %in%    grep("[HSA]\\.chrs.n.log", glb_feats_df$id, value=TRUE), ]
#           all.equal(glbObsAll$S.chrs.uppr.n.log, glbObsAll$A.chrs.uppr.n.log)
#           cor(glbObsAll$S.T.herald, glbObsAll$S.T.tribun)
#           mydspObs(Abstract.contains="[Dd]iar", cols=("Abstract"), all=TRUE)
#           subset(glb_feats_df, cor.y.abs <= glb_feats_df[glb_feats_df$id == ".rnorm", "cor.y.abs"])
#         corxx_mtrx <- cor(data.matrix(glbObsAll[, setdiff(names(glbObsAll), myfind_chr_cols_df(glbObsAll))]), use="pairwise.complete.obs"); abs_corxx_mtrx <- abs(corxx_mtrx); diag(abs_corxx_mtrx) <- 0
#           which.max(abs_corxx_mtrx["S.T.tribun", ])
#           abs_corxx_mtrx["A.npnct08.log", "S.npnct08.log"]
#         step_glm <- step(orig_glm)
#     }
    # Since caret does not optimize rpart well
#     if (method == "rpart")
#         ret_lst <- myfit_mdl(mdl_id=paste0(mdl_id_pfx, ".cp.0"), model_method=method,
#                                 indep_vars_vctr=indep_vars_vctr,
#                                 model_type=glb_model_type,
#                                 rsp_var=glb_rsp_var,
#                                 fit_df=glbObsFit, OOB_df=glbObsOOB,        
#             n_cv_folds=0, tune_models_df=data.frame(parameter="cp", min=0.0, max=0.0, by=0.1))

# User specified
#   Ensure at least 2 vars in each regression; else varImp crashes
# sav_models_lst <- glb_models_lst; sav_models_df <- glb_models_df; sav_featsimp_df <- glb_featsimp_df; all.equal(sav_featsimp_df, glb_featsimp_df)
# glb_models_lst <- sav_models_lst; glb_models_df <- sav_models_df; glm_featsimp_df <- sav_featsimp_df

    # easier to exclude features
# require(gdata) # needed for trim
# mdl_id <- "";
# indep_vars_vctr <- head(subset(glb_models_df, grepl("All\\.X\\.", mdl_id), select=feats)
#                         , 1)[, "feats"]
# indep_vars_vctr <- trim(unlist(strsplit(indep_vars_vctr, "[,]")))
# indep_vars_vctr <- setdiff(indep_vars_vctr, ".rnorm")

    # easier to include features
#stop(here"); sav_models_df <- glb_models_df; glb_models_df <- sav_models_df
# !_sp
# mdl_id <- "csm"; indep_vars_vctr <- c(NULL
#     ,"prdline.my.fctr", "prdline.my.fctr:.clusterid.fctr"
#     ,"prdline.my.fctr*biddable"
#     #,"prdline.my.fctr*startprice.log"
#     #,"prdline.my.fctr*startprice.diff"    
#     ,"prdline.my.fctr*condition.fctr"
#     ,"prdline.my.fctr*D.terms.post.stop.n"
#     #,"prdline.my.fctr*D.terms.post.stem.n"
#     ,"prdline.my.fctr*cellular.fctr"    
# #    ,"<feat1>:<feat2>"
#                                            )
# for (method in glbMdlMethods) {
#     ret_lst <- myfit_mdl(mdl_id=mdl_id, model_method=method,
#                                 indep_vars_vctr=indep_vars_vctr,
#                                 model_type=glb_model_type,
#                                 rsp_var=glb_rsp_var,
#                                 fit_df=glbObsFit, OOB_df=glbObsOOB,
#                     n_cv_folds=glb_rcv_n_folds, tune_models_df=glbMdlTuneParams)
#     csm_mdl_id <- paste0(mdl_id, ".", method)
#     csm_featsimp_df <- myget_feats_importance(glb_models_lst[[paste0(mdl_id, ".",
#                                                                      method)]]);               print(head(csm_featsimp_df))
# }
###

# Ntv.1.lm <- lm(reformulate(indep_vars_vctr, glb_rsp_var), glbObsTrn); print(summary(Ntv.1.lm))

#glb_models_df[, "max.Accuracy.OOB", FALSE]
#varImp(glb_models_lst[["Low.cor.X.glm"]])
#orderBy(~ -Overall, varImp(glb_models_lst[["All.X.2.glm"]])$imp)
#orderBy(~ -Overall, varImp(glb_models_lst[["All.X.3.glm"]])$imp)
#glb_feats_df[grepl("npnct28", glb_feats_df$id), ]

    # User specified bivariate models
#     indep_vars_vctr_lst <- list()
#     for (feat in setdiff(names(glbObsFit), 
#                          union(glb_rsp_var, glbFeatsExclude)))
#         indep_vars_vctr_lst[["feat"]] <- feat

    # User specified combinatorial models
#     indep_vars_vctr_lst <- list()
#     combn_mtrx <- combn(c("<feat1_name>", "<feat2_name>", "<featn_name>"), 
#                           <num_feats_to_choose>)
#     for (combn_ix in 1:ncol(combn_mtrx))
#         #print(combn_mtrx[, combn_ix])
#         indep_vars_vctr_lst[[combn_ix]] <- combn_mtrx[, combn_ix]
    
    # template for myfit_mdl
    #   rf is hard-coded in caret to recognize only Accuracy / Kappa evaluation metrics
    #       only for OOB in trainControl ?
    
#     ret_lst <- myfit_mdl_fn(mdl_id=paste0(mdl_id_pfx, ""), model_method=method,
#                             indep_vars_vctr=indep_vars_vctr,
#                             rsp_var=glb_rsp_var,
#                             fit_df=glbObsFit, OOB_df=glbObsOOB,
#                             n_cv_folds=glb_rcv_n_folds, tune_models_df=glbMdlTuneParams,
#                             model_loss_mtrx=glbMdlMetric_terms,
#                             model_summaryFunction=glbMdlMetricSummaryFn,
#                             model_metric=glbMdlMetricSummary,
#                             model_metric_maximize=glbMdlMetricMaximize)

# Simplify a model
# fit_df <- glbObsFit; glb_mdl <- step(<complex>_mdl)

# Non-caret models
#     rpart_area_mdl <- rpart(reformulate("Area", response=glb_rsp_var), 
#                                data=glbObsFit, #method="class", 
#                                control=rpart.control(cp=0.12),
#                            parms=list(loss=glbMdlMetric_terms))
#     print("rpart_sel_wlm_mdl"); prp(rpart_sel_wlm_mdl)
# 

print(glb_models_df)
##                                                    id              feats
## MFO###lm                                     MFO###lm             .rnorm
## Max.cor.Y.rcv.1X1###glmnet Max.cor.Y.rcv.1X1###glmnet BODY.WEIGHT,.rnorm
## Max.cor.Y##rcv#rpart             Max.cor.Y##rcv#rpart BODY.WEIGHT,.rnorm
## Low.cor.X##rcv#glmnet           Low.cor.X##rcv#glmnet BODY.WEIGHT,.rnorm
## All.X##rcv#glmnet                   All.X##rcv#glmnet BODY.WEIGHT,.rnorm
## All.X##rcv#glm                         All.X##rcv#glm BODY.WEIGHT,.rnorm
##                            max.nTuningRuns min.elapsedtime.everything
## MFO###lm                                 0                      0.520
## Max.cor.Y.rcv.1X1###glmnet               0                      0.651
## Max.cor.Y##rcv#rpart                     5                      1.303
## Low.cor.X##rcv#glmnet                   25                      1.585
## All.X##rcv#glmnet                       25                      1.583
## All.X##rcv#glm                           1                      1.253
##                            min.elapsedtime.final max.R.sq.fit min.RMSE.fit
## MFO###lm                                   0.004  0.005796229    0.5029066
## Max.cor.Y.rcv.1X1###glmnet                 0.009  0.152175120    0.4644112
## Max.cor.Y##rcv#rpart                       0.010  0.189877395    0.4797535
## Low.cor.X##rcv#glmnet                      0.005  0.151635435    0.4676364
## All.X##rcv#glmnet                          0.006  0.151635435    0.4676364
## All.X##rcv#glm                             0.006  0.152187690    0.4678318
##                            max.Adj.R.sq.fit max.R.sq.OOB min.RMSE.OOB
## MFO###lm                         0.00175475  -0.01193403    0.5073711
## Max.cor.Y.rcv.1X1###glmnet       0.14525410   0.14463921    0.4664706
## Max.cor.Y##rcv#rpart                     NA   0.18987739    0.4539678
## Low.cor.X##rcv#glmnet            0.14471001   0.14540829    0.4662609
## All.X##rcv#glmnet                0.14471001   0.14540829    0.4662609
## All.X##rcv#glm                   0.14526677   0.14456320    0.4664914
##                            max.Adj.R.sq.OOB max.Rsquared.fit
## MFO###lm                        -0.01604758               NA
## Max.cor.Y.rcv.1X1###glmnet       0.13765667               NA
## Max.cor.Y##rcv#rpart                     NA        0.1320893
## Low.cor.X##rcv#glmnet            0.13843203        0.1496268
## All.X##rcv#glmnet                0.13843203        0.1496268
## All.X##rcv#glm                   0.13758004        0.1488841
##                            min.RMSESD.fit max.RsquaredSD.fit min.aic.fit
## MFO###lm                               NA                 NA          NA
## Max.cor.Y.rcv.1X1###glmnet             NA                 NA          NA
## Max.cor.Y##rcv#rpart           0.04290367         0.04924740          NA
## Low.cor.X##rcv#glmnet          0.03517891         0.05327291          NA
## All.X##rcv#glmnet              0.03517891         0.05327291          NA
## All.X##rcv#glm                 0.03497147         0.05240030    331.3654
rm(ret_lst)
fit.models_1_chunk_df <- 
    myadd_chunk(fit.models_1_chunk_df, "fit.models_1_end", major.inc = FALSE,
                label.minor = "teardown")
##                  label step_major step_minor label_minor    bgn    end
## 5 fit.models_1_preProc          1          4     preProc 44.665 44.714
## 6     fit.models_1_end          1          5    teardown 44.715     NA
##   elapsed
## 5    0.05
## 6      NA
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.models", major.inc = FALSE)
##         label step_major step_minor label_minor    bgn    end elapsed
## 11 fit.models          6          1           1 37.786 44.722   6.936
## 12 fit.models          6          2           2 44.722     NA      NA
fit.models_2_chunk_df <- 
    myadd_chunk(NULL, "fit.models_2_bgn", label.minor = "setup")
##              label step_major step_minor label_minor    bgn end elapsed
## 1 fit.models_2_bgn          1          0       setup 46.159  NA      NA
plt_models_df <- glb_models_df[, -grep("SD|Upper|Lower", names(glb_models_df))]
for (var in grep("^min.", names(plt_models_df), value=TRUE)) {
    plt_models_df[, sub("min.", "inv.", var)] <- 
        #ifelse(all(is.na(tmp <- plt_models_df[, var])), NA, 1.0 / tmp)
        1.0 / plt_models_df[, var]
    plt_models_df <- plt_models_df[ , -grep(var, names(plt_models_df))]
}
print(plt_models_df)
##                                                    id              feats
## MFO###lm                                     MFO###lm             .rnorm
## Max.cor.Y.rcv.1X1###glmnet Max.cor.Y.rcv.1X1###glmnet BODY.WEIGHT,.rnorm
## Max.cor.Y##rcv#rpart             Max.cor.Y##rcv#rpart BODY.WEIGHT,.rnorm
## Low.cor.X##rcv#glmnet           Low.cor.X##rcv#glmnet BODY.WEIGHT,.rnorm
## All.X##rcv#glmnet                   All.X##rcv#glmnet BODY.WEIGHT,.rnorm
## All.X##rcv#glm                         All.X##rcv#glm BODY.WEIGHT,.rnorm
##                            max.nTuningRuns max.R.sq.fit max.Adj.R.sq.fit
## MFO###lm                                 0  0.005796229       0.00175475
## Max.cor.Y.rcv.1X1###glmnet               0  0.152175120       0.14525410
## Max.cor.Y##rcv#rpart                     5  0.189877395               NA
## Low.cor.X##rcv#glmnet                   25  0.151635435       0.14471001
## All.X##rcv#glmnet                       25  0.151635435       0.14471001
## All.X##rcv#glm                           1  0.152187690       0.14526677
##                            max.R.sq.OOB max.Adj.R.sq.OOB max.Rsquared.fit
## MFO###lm                    -0.01193403      -0.01604758               NA
## Max.cor.Y.rcv.1X1###glmnet   0.14463921       0.13765667               NA
## Max.cor.Y##rcv#rpart         0.18987739               NA        0.1320893
## Low.cor.X##rcv#glmnet        0.14540829       0.13843203        0.1496268
## All.X##rcv#glmnet            0.14540829       0.13843203        0.1496268
## All.X##rcv#glm               0.14456320       0.13758004        0.1488841
##                            inv.elapsedtime.everything
## MFO###lm                                    1.9230769
## Max.cor.Y.rcv.1X1###glmnet                  1.5360983
## Max.cor.Y##rcv#rpart                        0.7674597
## Low.cor.X##rcv#glmnet                       0.6309148
## All.X##rcv#glmnet                           0.6317119
## All.X##rcv#glm                              0.7980846
##                            inv.elapsedtime.final inv.RMSE.fit inv.RMSE.OOB
## MFO###lm                                250.0000     1.988441     1.970944
## Max.cor.Y.rcv.1X1###glmnet              111.1111     2.153264     2.143758
## Max.cor.Y##rcv#rpart                    100.0000     2.084404     2.202800
## Low.cor.X##rcv#glmnet                   200.0000     2.138414     2.144722
## All.X##rcv#glmnet                       166.6667     2.138414     2.144722
## All.X##rcv#glm                          166.6667     2.137521     2.143662
##                            inv.aic.fit
## MFO###lm                            NA
## Max.cor.Y.rcv.1X1###glmnet          NA
## Max.cor.Y##rcv#rpart                NA
## Low.cor.X##rcv#glmnet               NA
## All.X##rcv#glmnet                   NA
## All.X##rcv#glm             0.003017817
print(myplot_radar(radar_inp_df=plt_models_df))
## Warning: Removed 9 rows containing missing values (geom_path).
## Warning: Removed 9 rows containing missing values (geom_point).
## Warning: Removed 9 rows containing missing values (geom_text).

# print(myplot_radar(radar_inp_df=subset(plt_models_df, 
#         !(mdl_id %in% grep("random|MFO", plt_models_df$id, value=TRUE)))))

# Compute CI for <metric>SD
glb_models_df <- mutate(glb_models_df, 
                max.df = ifelse(max.nTuningRuns > 1, max.nTuningRuns - 1, NA),
                min.sd2ci.scaler = ifelse(is.na(max.df), NA, qt(0.975, max.df)))
for (var in grep("SD", names(glb_models_df), value=TRUE)) {
    # Does CI alredy exist ?
    var_components <- unlist(strsplit(var, "SD"))
    varActul <- paste0(var_components[1],          var_components[2])
    varUpper <- paste0(var_components[1], "Upper", var_components[2])
    varLower <- paste0(var_components[1], "Lower", var_components[2])
    if (varUpper %in% names(glb_models_df)) {
        warning(varUpper, " already exists in glb_models_df")
        # Assuming Lower also exists
        next
    }    
    print(sprintf("var:%s", var))
    # CI is dependent on sample size in t distribution; df=n-1
    glb_models_df[, varUpper] <- glb_models_df[, varActul] + 
        glb_models_df[, "min.sd2ci.scaler"] * glb_models_df[, var]
    glb_models_df[, varLower] <- glb_models_df[, varActul] - 
        glb_models_df[, "min.sd2ci.scaler"] * glb_models_df[, var]
}
## [1] "var:min.RMSESD.fit"
## [1] "var:max.RsquaredSD.fit"
# Plot metrics with CI
plt_models_df <- glb_models_df[, "id", FALSE]
pltCI_models_df <- glb_models_df[, "id", FALSE]
for (var in grep("Upper", names(glb_models_df), value=TRUE)) {
    var_components <- unlist(strsplit(var, "Upper"))
    col_name <- unlist(paste(var_components, collapse=""))
    plt_models_df[, col_name] <- glb_models_df[, col_name]
    for (name in paste0(var_components[1], c("Upper", "Lower"), var_components[2]))
        pltCI_models_df[, name] <- glb_models_df[, name]
}

build_statsCI_data <- function(plt_models_df) {
    mltd_models_df <- melt(plt_models_df, id.vars="id")
    mltd_models_df$data <- sapply(1:nrow(mltd_models_df), 
        function(row_ix) tail(unlist(strsplit(as.character(
            mltd_models_df[row_ix, "variable"]), "[.]")), 1))
    mltd_models_df$label <- sapply(1:nrow(mltd_models_df), 
        function(row_ix) head(unlist(strsplit(as.character(
            mltd_models_df[row_ix, "variable"]), 
            paste0(".", mltd_models_df[row_ix, "data"]))), 1))
    #print(mltd_models_df)
    
    return(mltd_models_df)
}
mltd_models_df <- build_statsCI_data(plt_models_df)

mltdCI_models_df <- melt(pltCI_models_df, id.vars="id")
for (row_ix in 1:nrow(mltdCI_models_df)) {
    for (type in c("Upper", "Lower")) {
        if (length(var_components <- unlist(strsplit(
                as.character(mltdCI_models_df[row_ix, "variable"]), type))) > 1) {
            #print(sprintf("row_ix:%d; type:%s; ", row_ix, type))
            mltdCI_models_df[row_ix, "label"] <- var_components[1]
            mltdCI_models_df[row_ix, "data"] <- 
                unlist(strsplit(var_components[2], "[.]"))[2]
            mltdCI_models_df[row_ix, "type"] <- type
            break
        }
    }    
}
wideCI_models_df <- reshape(subset(mltdCI_models_df, select=-variable), 
                            timevar="type", 
        idvar=setdiff(names(mltdCI_models_df), c("type", "value", "variable")), 
                            direction="wide")
#print(wideCI_models_df)
mrgdCI_models_df <- merge(wideCI_models_df, mltd_models_df, all.x=TRUE)
#print(mrgdCI_models_df)

# Merge stats back in if CIs don't exist
goback_vars <- c()
for (var in unique(mltd_models_df$label)) {
    for (type in unique(mltd_models_df$data)) {
        var_type <- paste0(var, ".", type)
        # if this data is already present, next
        if (var_type %in% unique(paste(mltd_models_df$label, mltd_models_df$data,
                                       sep=".")))
            next
        #print(sprintf("var_type:%s", var_type))
        goback_vars <- c(goback_vars, var_type)
    }
}

if (length(goback_vars) > 0) {
    mltd_goback_df <- build_statsCI_data(glb_models_df[, c("id", goback_vars)])
    mltd_models_df <- rbind(mltd_models_df, mltd_goback_df)
}

# mltd_models_df <- merge(mltd_models_df, glb_models_df[, c("id", "model_method")], 
#                         all.x=TRUE)

png(paste0(glb_out_pfx, "models_bar.png"), width=480*3, height=480*2)
#print(gp <- myplot_bar(mltd_models_df, "id", "value", colorcol_name="model_method") + 
print(gp <- myplot_bar(df=mltd_models_df, xcol_name="id", ycol_names="value") + 
        geom_errorbar(data=mrgdCI_models_df, 
            mapping=aes(x=mdl_id, ymax=value.Upper, ymin=value.Lower), width=0.5) + 
          facet_grid(label ~ data, scales="free") + 
          theme(axis.text.x = element_text(angle = 90,vjust = 0.5)))
## Warning: Removed 2 rows containing missing values (position_stack).
## Warning: Removed 6 rows containing missing values (geom_errorbar).
dev.off()
## quartz_off_screen 
##                 2
print(gp)
## Warning: Removed 2 rows containing missing values (position_stack).
## Warning: Removed 6 rows containing missing values (geom_errorbar).

dsp_models_cols <- c("id", 
                    glbMdlMetricsEval[glbMdlMetricsEval %in% names(glb_models_df)],
                    grep("opt.", names(glb_models_df), fixed = TRUE, value = TRUE)) 
# if (glb_is_classification && glb_is_binomial) 
#     dsp_models_cols <- c(dsp_models_cols, "opt.prob.threshold.OOB")
print(dsp_models_df <- orderBy(get_model_sel_frmla(), glb_models_df)[, dsp_models_cols])
##                           id min.RMSE.OOB max.R.sq.OOB max.Adj.R.sq.fit
## 3       Max.cor.Y##rcv#rpart    0.4539678   0.18987739               NA
## 4      Low.cor.X##rcv#glmnet    0.4662609   0.14540829       0.14471001
## 5          All.X##rcv#glmnet    0.4662609   0.14540829       0.14471001
## 2 Max.cor.Y.rcv.1X1###glmnet    0.4664706   0.14463921       0.14525410
## 6             All.X##rcv#glm    0.4664914   0.14456320       0.14526677
## 1                   MFO###lm    0.5073711  -0.01193403       0.00175475
##   min.RMSE.fit
## 3    0.4797535
## 4    0.4676364
## 5    0.4676364
## 2    0.4644112
## 6    0.4678318
## 1    0.5029066
print(myplot_radar(radar_inp_df = dsp_models_df))
## Warning: Removed 1 rows containing missing values (geom_path).
## Warning: Removed 1 rows containing missing values (geom_point).
## Warning: Removed 1 rows containing missing values (geom_text).

print("Metrics used for model selection:"); print(get_model_sel_frmla())
## [1] "Metrics used for model selection:"
## ~+min.RMSE.OOB - max.R.sq.OOB - max.Adj.R.sq.fit + min.RMSE.fit
## <environment: 0x7fd00138a378>
print(sprintf("Best model id: %s", dsp_models_df[1, "id"]))
## [1] "Best model id: Max.cor.Y##rcv#rpart"
glb_get_predictions <- function(df, mdl_id, rsp_var, prob_threshold_def=NULL, verbose=FALSE) {
    mdl <- glb_models_lst[[mdl_id]]
    
    clmnNames <- mygetPredictIds(rsp_var, mdl_id)
    predct_var_name <- clmnNames$value        
    predct_prob_var_name <- clmnNames$prob
    predct_accurate_var_name <- clmnNames$is.acc
    predct_error_var_name <- clmnNames$err
    predct_erabs_var_name <- clmnNames$err.abs

    if (glb_is_regression) {
        df[, predct_var_name] <- predict(mdl, newdata=df, type="raw")
        if (verbose) print(myplot_scatter(df, glb_rsp_var, predct_var_name) + 
                  facet_wrap(reformulate(glbFeatsCategory), scales = "free") + 
                  stat_smooth(method="glm"))

        df[, predct_error_var_name] <- df[, predct_var_name] - df[, glb_rsp_var]
        if (verbose) print(myplot_scatter(df, predct_var_name, predct_error_var_name) + 
                  #facet_wrap(reformulate(glbFeatsCategory), scales = "free") + 
                  stat_smooth(method="auto"))
        if (verbose) print(myplot_scatter(df, glb_rsp_var, predct_error_var_name) + 
                  #facet_wrap(reformulate(glbFeatsCategory), scales = "free") + 
                  stat_smooth(method="glm"))
        
        df[, predct_erabs_var_name] <- abs(df[, predct_error_var_name])
        if (verbose) print(head(orderBy(reformulate(c("-", predct_erabs_var_name)), df)))
        
        df[, predct_accurate_var_name] <- (df[, glb_rsp_var] == df[, predct_var_name])
    }

    if (glb_is_classification && glb_is_binomial) {
        prob_threshold <- glb_models_df[glb_models_df$id == mdl_id, 
                                        "opt.prob.threshold.OOB"]
        if (is.null(prob_threshold) || is.na(prob_threshold)) {
            warning("Using default probability threshold: ", prob_threshold_def)
            if (is.null(prob_threshold <- prob_threshold_def))
                stop("Default probability threshold is NULL")
        }
        
        df[, predct_prob_var_name] <- predict(mdl, newdata = df, type = "prob")[, 2]
        df[, predct_var_name] <- 
                factor(levels(df[, glb_rsp_var])[
                    (df[, predct_prob_var_name] >=
                        prob_threshold) * 1 + 1], levels(df[, glb_rsp_var]))
    
#         if (verbose) print(myplot_scatter(df, glb_rsp_var, predct_var_name) + 
#                   facet_wrap(reformulate(glbFeatsCategory), scales = "free") + 
#                   stat_smooth(method="glm"))

        df[, predct_error_var_name] <- df[, predct_var_name] != df[, glb_rsp_var]
#         if (verbose) print(myplot_scatter(df, predct_var_name, predct_error_var_name) + 
#                   #facet_wrap(reformulate(glbFeatsCategory), scales = "free") + 
#                   stat_smooth(method="auto"))
#         if (verbose) print(myplot_scatter(df, glb_rsp_var, predct_error_var_name) + 
#                   #facet_wrap(reformulate(glbFeatsCategory), scales = "free") + 
#                   stat_smooth(method="glm"))
        
        # if prediction is a TP (true +ve), measure distance from 1.0
        tp <- which((df[, predct_var_name] == df[, glb_rsp_var]) &
                    (df[, predct_var_name] == levels(df[, glb_rsp_var])[2]))
        df[tp, predct_erabs_var_name] <- abs(1 - df[tp, predct_prob_var_name])
        #rowIx <- which.max(df[tp, predct_erabs_var_name]); df[tp, c(glb_id_var, glb_rsp_var, predct_var_name, predct_prob_var_name, predct_erabs_var_name)][rowIx, ]
        
        # if prediction is a TN (true -ve), measure distance from 0.0
        tn <- which((df[, predct_var_name] == df[, glb_rsp_var]) &
                    (df[, predct_var_name] == levels(df[, glb_rsp_var])[1]))
        df[tn, predct_erabs_var_name] <- abs(0 - df[tn, predct_prob_var_name])
        #rowIx <- which.max(df[tn, predct_erabs_var_name]); df[tn, c(glb_id_var, glb_rsp_var, predct_var_name, predct_prob_var_name, predct_erabs_var_name)][rowIx, ]
        
        # if prediction is a FP (flse +ve), measure distance from 0.0
        fp <- which((df[, predct_var_name] != df[, glb_rsp_var]) &
                    (df[, predct_var_name] == levels(df[, glb_rsp_var])[2]))
        df[fp, predct_erabs_var_name] <- abs(0 - df[fp, predct_prob_var_name])
        #rowIx <- which.max(df[fp, predct_erabs_var_name]); df[fp, c(glb_id_var, glb_rsp_var, predct_var_name, predct_prob_var_name, predct_erabs_var_name)][rowIx, ]
        
        # if prediction is a FN (flse -ve), measure distance from 1.0
        fn <- which((df[, predct_var_name] != df[, glb_rsp_var]) &
                    (df[, predct_var_name] == levels(df[, glb_rsp_var])[1]))
        df[fn, predct_erabs_var_name] <- abs(1 - df[fn, predct_prob_var_name])
        #rowIx <- which.max(df[fn, predct_erabs_var_name]); df[fn, c(glb_id_var, glb_rsp_var, predct_var_name, predct_prob_var_name, predct_erabs_var_name)][rowIx, ]

        
        if (verbose) print(head(orderBy(reformulate(c("-", predct_erabs_var_name)), df)))
        
        df[, predct_accurate_var_name] <- (df[, glb_rsp_var] == df[, predct_var_name])
    }    
    
    if (glb_is_classification && !glb_is_binomial) {
        df[, predct_var_name] <- predict(mdl, newdata = df, type = "raw")
        df[, paste0(predct_var_name, ".prob")] <- 
            predict(mdl, newdata = df, type = "prob")
        stop("Multinomial prediction error calculation needs to be implemented...")
    }

    return(df)
}    

#stop(here"); glb2Sav(); glbObsAll <- savObsAll; glbObsTrn <- savObsTrn; glbObsFit <- savObsFit; glbObsOOB <- savObsOOB; sav_models_df <- glb_models_df; glb_models_df <- sav_models_df; glb_featsimp_df <- sav_featsimp_df    

myget_category_stats <- function(obs_df, mdl_id, label) {
    require(dplyr)
    require(lazyeval)
    
    predct_var_name <- mygetPredictIds(glb_rsp_var, mdl_id)$value        
    predct_error_var_name <- mygetPredictIds(glb_rsp_var, mdl_id)$err.abs
    
    if (!predct_var_name %in% names(obs_df))
        obs_df <- glb_get_predictions(obs_df, mdl_id, glb_rsp_var)
    
    tmp_obs_df <- obs_df[, c(glbFeatsCategory, glb_rsp_var, 
                             predct_var_name, predct_error_var_name)]
#     tmp_obs_df <- obs_df %>%
#         dplyr::select_(glbFeatsCategory, glb_rsp_var, predct_var_name, predct_error_var_name) 
    #dplyr::rename(startprice.log10.predict.RFE.X.glmnet.err=error_abs_OOB)
    names(tmp_obs_df)[length(names(tmp_obs_df))] <- paste0("err.abs.", label)
    
    ret_ctgry_df <- tmp_obs_df %>%
        dplyr::group_by_(glbFeatsCategory) %>%
        dplyr::summarise_(#interp(~sum(abs(var)), var=as.name(glb_rsp_var)), 
            interp(~sum(var), var=as.name(paste0("err.abs.", label))), 
            interp(~mean(var), var=as.name(paste0("err.abs.", label))),
            interp(~n()))
    names(ret_ctgry_df) <- c(glbFeatsCategory, 
                             #paste0(glb_rsp_var, ".abs.", label, ".sum"),
                             paste0("err.abs.", label, ".sum"),                             
                             paste0("err.abs.", label, ".mean"), 
                             paste0(".n.", label))
    ret_ctgry_df <- dplyr::ungroup(ret_ctgry_df)
    #colSums(ret_ctgry_df[, -grep(glbFeatsCategory, names(ret_ctgry_df))])
    
    return(ret_ctgry_df)    
}
#print(colSums((ctgry_df <- myget_category_stats(obs_df=glbObsFit, mdl_id="", label="fit"))[, -grep(glbFeatsCategory, names(ctgry_df))]))

if (!is.null(glb_mdl_ensemble)) {
    fit.models_2_chunk_df <- myadd_chunk(fit.models_2_chunk_df, 
                            paste0("fit.models_2_", mdl_id_pfx), major.inc = TRUE, 
                                                label.minor = "ensemble")
    
    mdl_id_pfx <- "Ensemble"

    if (#(glb_is_regression) | 
        ((glb_is_classification) & (!glb_is_binomial)))
        stop("Ensemble models not implemented yet for multinomial classification")
    
    mygetEnsembleAutoMdlIds <- function() {
        tmp_models_df <- orderBy(get_model_sel_frmla(), glb_models_df)
        row.names(tmp_models_df) <- tmp_models_df$id
        mdl_threshold_pos <- 
            min(which(grepl("MFO|Random|Baseline", tmp_models_df$id))) - 1
        mdlIds <- tmp_models_df$id[1:mdl_threshold_pos]
        return(mdlIds[!grepl("Ensemble", mdlIds)])
    }
    
    if (glb_mdl_ensemble == "auto") {
        glb_mdl_ensemble <- mygetEnsembleAutoMdlIds()
        mdl_id_pfx <- paste0(mdl_id_pfx, ".auto")        
    } else if (grepl("^%<d-%", glb_mdl_ensemble)) {
        glb_mdl_ensemble <- eval(parse(text =
                        str_trim(unlist(strsplit(glb_mdl_ensemble, "%<d-%"))[2])))
    }
    
    for (mdl_id in glb_mdl_ensemble) {
        if (!(mdl_id %in% names(glb_models_lst))) {
            warning("Model ", mdl_id, " in glb_model_ensemble not found !")
            next
        }
        glbObsFit <- glb_get_predictions(df = glbObsFit, mdl_id, glb_rsp_var)
        glbObsOOB <- glb_get_predictions(df = glbObsOOB, mdl_id, glb_rsp_var)
    }
    
#mdl_id_pfx <- "Ensemble.RFE"; mdlId <- paste0(mdl_id_pfx, ".glmnet")
#glb_mdl_ensemble <- gsub(mygetPredictIds$value, "", grep("RFE\\.X\\.(?!Interact)", row.names(glb_featsimp_df), perl = TRUE, value = TRUE), fixed = TRUE)
#varImp(glb_models_lst[[mdlId]])
    
#cor_df <- data.frame(cor=cor(glbObsFit[, glb_rsp_var], glbObsFit[, paste(mygetPredictIds$value, glb_mdl_ensemble)], use="pairwise.complete.obs"))
#glbObsFit <- glb_get_predictions(df=glbObsFit, "Ensemble.glmnet", glb_rsp_var);print(colSums((ctgry_df <- myget_category_stats(obs_df=glbObsFit, mdl_id="Ensemble.glmnet", label="fit"))[, -grep(glbFeatsCategory, names(ctgry_df))]))
    
    ### bid0_sp
    #  Better than MFO; models.n=28; min.RMSE.fit=0.0521233; err.abs.fit.sum=7.3631895
    #  old: Top x from auto; models.n= 5; min.RMSE.fit=0.06311047; err.abs.fit.sum=9.5937080
    #  RFE only ;       models.n=16; min.RMSE.fit=0.05148588; err.abs.fit.sum=7.2875091
    #  RFE subset only ;models.n= 5; min.RMSE.fit=0.06040702; err.abs.fit.sum=9.059088
    #  RFE subset only ;models.n= 9; min.RMSE.fit=0.05933167; err.abs.fit.sum=8.7421288
    #  RFE subset only ;models.n=15; min.RMSE.fit=0.0584607; err.abs.fit.sum=8.5902066
    #  RFE subset only ;models.n=17; min.RMSE.fit=0.05496899; err.abs.fit.sum=8.0170431
    #  RFE subset only ;models.n=18; min.RMSE.fit=0.05441577; err.abs.fit.sum=7.837223
    #  RFE subset only ;models.n=16; min.RMSE.fit=0.05441577; err.abs.fit.sum=7.837223
    ### bid0_sp
    ### bid1_sp
    # "auto"; err.abs.fit.sum=76.699774; min.RMSE.fit=0.2186429
    # "RFE.X.*"; err.abs.fit.sum=; min.RMSE.fit=0.221114
    ### bid1_sp

    indep_vars <- paste(mygetPredictIds(glb_rsp_var)$value, glb_mdl_ensemble, sep = "")
    if (glb_is_classification)
        indep_vars <- paste(indep_vars, ".prob", sep = "")
    # Some models in glb_mdl_ensemble might not be fitted e.g. RFE.X.Interact
    indep_vars <- intersect(indep_vars, names(glbObsFit))
    
#     indep_vars <- grep(mygetPredictIds(glb_rsp_var)$value, names(glbObsFit), fixed=TRUE, value=TRUE)
#     if (glb_is_regression)
#         indep_vars <- indep_vars[!grepl("(err\\.abs|accurate)$", indep_vars)]
#     if (glb_is_classification && glb_is_binomial)
#         indep_vars <- grep("prob$", indep_vars, value=TRUE) else
#         indep_vars <- indep_vars[!grepl("err$", indep_vars)]

    #rfe_fit_ens_results <- myrun_rfe(glbObsFit, indep_vars)
    
    for (method in c("glm", "glmnet")) {
        for (trainControlMethod in 
             c("boot", "boot632", "cv", "repeatedcv"
               #, "LOOCV" # tuneLength * nrow(fitDF)
               , "LGOCV", "adaptive_cv"
               #, "adaptive_boot"  #error: adaptive$min should be less than 3 
               #, "adaptive_LGOCV" #error: adaptive$min should be less than 3 
               )) {
            #sav_models_df <- glb_models_df; all.equal(sav_models_df, glb_models_df)
            #glb_models_df <- sav_models_df; print(glb_models_df$id)
                
            if ((method == "glm") && (trainControlMethod != "repeatedcv"))
                # glm used only to identify outliers
                next
            
            ret_lst <- myfit_mdl(
                mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
                    id.prefix = paste0(mdl_id_pfx, ".", trainControlMethod), 
                    type = glb_model_type, tune.df = NULL,
                    trainControl.method = trainControlMethod,
                    trainControl.number = glb_rcv_n_folds,
                    trainControl.repeats = glb_rcv_n_repeats,
                    trainControl.classProbs = glb_is_classification,
                    trainControl.summaryFunction = glbMdlMetricSummaryFn,
                    train.metric = glbMdlMetricSummary, 
                    train.maximize = glbMdlMetricMaximize,    
                    train.method = method)),
                indep_vars = indep_vars, rsp_var = glb_rsp_var, 
                fit_df = glbObsFit, OOB_df = glbObsOOB)
        }
    }
    dsp_models_df <- get_dsp_models_df()
}

if (is.null(glb_sel_mdl_id)) 
    glb_sel_mdl_id <- dsp_models_df[1, "id"] else 
    print(sprintf("User specified selection: %s", glb_sel_mdl_id))   
## [1] "User specified selection: All.X##rcv#glm"
myprint_mdl(glb_sel_mdl <- glb_models_lst[[glb_sel_mdl_id]])

## 
## Call:
## NULL
## 
## Deviance Residuals: 
##      Min        1Q    Median        3Q       Max  
## -1.32177  -0.27161  -0.03125   0.25875   1.45764  
## 
## Coefficients:
##              Estimate Std. Error t value Pr(>|t|)    
## (Intercept) 11.749033   0.056804 206.836  < 2e-16 ***
## .rnorm       0.027405   0.029431   0.931    0.353    
## BODY.WEIGHT  0.008376   0.001288   6.504 4.36e-10 ***
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## (Dispersion parameter for gaussian family taken to be 0.2183155)
## 
##     Null deviance: 63.089  on 247  degrees of freedom
## Residual deviance: 53.487  on 245  degrees of freedom
## AIC: 331.37
## 
## Number of Fisher Scoring iterations: 2
## [1] TRUE
# From here to save(), this should all be in one function
#   these are executed in the same seq twice more:
#       fit.data.training & predict.data.new chunks
print(sprintf("%s fit prediction diagnostics:", glb_sel_mdl_id))
## [1] "All.X##rcv#glm fit prediction diagnostics:"
glbObsFit <- glb_get_predictions(df = glbObsFit, mdl_id = glb_sel_mdl_id, 
                                 rsp_var = glb_rsp_var)
print(sprintf("%s OOB prediction diagnostics:", glb_sel_mdl_id))
## [1] "All.X##rcv#glm OOB prediction diagnostics:"
glbObsOOB <- glb_get_predictions(df = glbObsOOB, mdl_id = glb_sel_mdl_id, 
                                     rsp_var = glb_rsp_var)

glb_featsimp_df <- 
    myget_feats_importance(mdl=glb_sel_mdl, featsimp_df=NULL)
glb_featsimp_df[, paste0(glb_sel_mdl_id, ".imp")] <- glb_featsimp_df$imp
#mdl_id <-"RFE.X.glmnet"; glb_featsimp_df <- myget_feats_importance(glb_models_lst[[mdl_id]], glb_featsimp_df); glb_featsimp_df[, paste0(mdl_id, ".imp")] <- glb_featsimp_df$imp; print(glb_featsimp_df)
#print(head(sbst_featsimp_df <- subset(glb_featsimp_df, is.na(RFE.X.glmnet.imp) | (abs(RFE.X.YeoJohnson.glmnet.imp - RFE.X.glmnet.imp) > 0.0001), select=-imp)))
#print(orderBy(~ -cor.y.abs, subset(glb_feats_df, id %in% c(row.names(sbst_featsimp_df), "startprice.dcm1.is9", "D.weight.post.stop.sum"))))
print(glb_featsimp_df)
##             imp All.X##rcv#glm.imp
## BODY.WEIGHT 100                100
## .rnorm        0                  0
# Used again in fit.data.training & predict.data.new chunks
glb_analytics_diag_plots <- function(obs_df, mdl_id, prob_threshold=NULL) {
    if (!is.null(featsimp_df <- glb_featsimp_df)) {
        featsimp_df$feat <- gsub("`(.*?)`", "\\1", row.names(featsimp_df))    
        featsimp_df$feat.interact <- gsub("(.*?):(.*)", "\\2", featsimp_df$feat)
        featsimp_df$feat <- gsub("(.*?):(.*)", "\\1", featsimp_df$feat)    
        featsimp_df$feat.interact <- 
            ifelse(featsimp_df$feat.interact == featsimp_df$feat, 
                                            NA, featsimp_df$feat.interact)
        featsimp_df$feat <- 
            gsub("(.*?)\\.fctr(.*)", "\\1\\.fctr", featsimp_df$feat)
        featsimp_df$feat.interact <- 
            gsub("(.*?)\\.fctr(.*)", "\\1\\.fctr", featsimp_df$feat.interact) 
        featsimp_df <- orderBy(~ -imp.max, 
            summaryBy(imp ~ feat + feat.interact, data=featsimp_df,
                      FUN=max))    
        #rex_str=":(.*)"; txt_vctr=tail(featsimp_df$feat); ret_lst <- regexec(rex_str, txt_vctr); ret_lst <- regmatches(txt_vctr, ret_lst); ret_vctr <- sapply(1:length(ret_lst), function(pos_ix) ifelse(length(ret_lst[[pos_ix]]) > 0, ret_lst[[pos_ix]], "")); print(ret_vctr <- ret_vctr[ret_vctr != ""])    
        
        featsimp_df <- subset(featsimp_df, !is.na(imp.max))
        if (nrow(featsimp_df) > 5) {
            warning("Limiting important feature scatter plots to 5 out of ",
                    nrow(featsimp_df))
            featsimp_df <- head(featsimp_df, 5)
        }
        
    #     if (!all(is.na(featsimp_df$feat.interact)))
    #         stop("not implemented yet")
        rsp_var_out <- mygetPredictIds(glb_rsp_var, mdl_id)$value
        for (var in featsimp_df$feat) {
            plot_df <- melt(obs_df, id.vars = var, 
                            measure.vars = c(glb_rsp_var, rsp_var_out))
    
            print(myplot_scatter(plot_df, var, "value", colorcol_name = "variable",
                                facet_colcol_name = "variable", jitter = TRUE) + 
                          guides(color = FALSE))
        }
    }
    
    if (glb_is_regression) {
        if (is.null(featsimp_df) || (nrow(featsimp_df) == 0))
            warning("No important features in glb_fin_mdl") else
            print(myplot_prediction_regression(df=obs_df, 
                        feat_x=ifelse(nrow(featsimp_df) > 1, featsimp_df$feat[2],
                                      ".rownames"), 
                                               feat_y=featsimp_df$feat[1],
                        rsp_var=glb_rsp_var, rsp_var_out=rsp_var_out,
                        id_vars=glb_id_var)
    #               + facet_wrap(reformulate(featsimp_df$feat[2])) # if [1 or 2] is a factor
    #               + geom_point(aes_string(color="<col_name>.fctr")) #  to color the plot
                  )
    }    
    
    if (glb_is_classification) {
        if (is.null(featsimp_df) || (nrow(featsimp_df) == 0))
            warning("No features in selected model are statistically important")
        else print(myplot_prediction_classification(df = obs_df, 
                                feat_x = ifelse(nrow(featsimp_df) > 1, 
                                                featsimp_df$feat[2], ".rownames"),
                                               feat_y = featsimp_df$feat[1],
                                                rsp_var = glb_rsp_var, 
                                                rsp_var_out = rsp_var_out, 
                                                id_vars = glb_id_var,
                                                prob_threshold = prob_threshold))
    }    
}

if (glb_is_classification && glb_is_binomial)
    glb_analytics_diag_plots(obs_df = glbObsOOB, mdl_id = glb_sel_mdl_id, 
            prob_threshold = glb_models_df[glb_models_df$id == glb_sel_mdl_id, 
                                           "opt.prob.threshold.OOB"]) else
    glb_analytics_diag_plots(obs_df = glbObsOOB, mdl_id = glb_sel_mdl_id)                  

##     PTID BODY.WEIGHT HOSPITAL.COST .src Hosp.Cost.log     .rnorm
## 4      2          41      809130.0 Test      13.60371  0.9272271
## 14     7          60      887350.0 Test      13.69599 -1.2300370
## 72    36           6      551809.0 Test      13.22096 -0.1374965
## 318  159          64       55885.7 Test      10.93106 -0.4055507
## 2      1          49      660293.0 Test      13.40044  1.4350423
##     HospCost.cut.fctr Hosp.Cost.log.All.X..rcv.glm
## 4       (3e+05,9e+05]                     12.11785
## 14      (3e+05,9e+05]                     12.21787
## 72      (3e+05,9e+05]                     11.79552
## 318         [0,1e+05]                     12.27397
## 2       (3e+05,9e+05]                     12.19877
##     Hosp.Cost.log.All.X..rcv.glm.err Hosp.Cost.log.All.X..rcv.glm.err.abs
## 4                           1.485865                             1.485865
## 14                          1.478124                             1.478124
## 72                          1.425438                             1.425438
## 318                         1.342905                             1.342905
## 2                           1.201666                             1.201666
##     Hosp.Cost.log.All.X..rcv.glm.is.acc .label
## 4                                 FALSE      2
## 14                                FALSE      7
## 72                                FALSE     36
## 318                               FALSE    159
## 2                                 FALSE      1

if (!is.null(glbFeatsCategory)) {
    glbLvlCategory <- merge(glbLvlCategory, 
            myget_category_stats(obs_df = glbObsFit, mdl_id = glb_sel_mdl_id, 
                                 label = "fit"), 
                            by = glbFeatsCategory, all = TRUE)
    row.names(glbLvlCategory) <- glbLvlCategory[, glbFeatsCategory]
    glbLvlCategory <- merge(glbLvlCategory, 
            myget_category_stats(obs_df = glbObsOOB, mdl_id = glb_sel_mdl_id,
                                 label="OOB"),
                          #by=glbFeatsCategory, all=TRUE) glb_ctgry-df already contains .n.OOB ?
                          all = TRUE)
    row.names(glbLvlCategory) <- glbLvlCategory[, glbFeatsCategory]
    if (any(grepl("OOB", glbMdlMetricsEval)))
        print(orderBy(~-err.abs.OOB.mean, glbLvlCategory)) else
            print(orderBy(~-err.abs.fit.mean, glbLvlCategory))
    print(colSums(glbLvlCategory[, -grep(glbFeatsCategory, names(glbLvlCategory))]))
}
##               HospCost.cut.fctr .n.OOB .n.Fit .n.Tst .freqRatio.Fit
## [0,1e+05]             [0,1e+05]     19     19     19      0.0766129
## (3e+05,9e+05]     (3e+05,9e+05]     34     34     34      0.1370968
## (2e+05,3e+05]     (2e+05,3e+05]     44     44     44      0.1774194
## (1e+05,2e+05]     (1e+05,2e+05]    151    151    151      0.6088710
##               .freqRatio.OOB .freqRatio.Tst err.abs.fit.sum
## [0,1e+05]          0.0766129      0.0766129        16.00789
## (3e+05,9e+05]      0.1370968      0.1370968        26.20177
## (2e+05,3e+05]      0.1774194      0.1774194        11.85833
## (1e+05,2e+05]      0.6088710      0.6088710        33.14288
##               err.abs.fit.mean .n.fit err.abs.OOB.sum err.abs.OOB.mean
## [0,1e+05]            0.8425207     19        16.09076        0.8468821
## (3e+05,9e+05]        0.7706404     34        26.34033        0.7747157
## (2e+05,3e+05]        0.2695075     44        11.99444        0.2726009
## (1e+05,2e+05]        0.2194893    151        33.26846        0.2203209
##           .n.OOB           .n.Fit           .n.Tst   .freqRatio.Fit 
##       248.000000       248.000000       248.000000         1.000000 
##   .freqRatio.OOB   .freqRatio.Tst  err.abs.fit.sum err.abs.fit.mean 
##         1.000000         1.000000        87.210877         2.102158 
##           .n.fit  err.abs.OOB.sum err.abs.OOB.mean 
##       248.000000        87.693992         2.114520
write.csv(glbObsOOB[, c(glb_id_var, 
                grep(glb_rsp_var, names(glbObsOOB), fixed=TRUE, value=TRUE))], 
    paste0(gsub(".", "_", paste0(glb_out_pfx, glb_sel_mdl_id), fixed=TRUE), 
           "_OOBobs.csv"), row.names=FALSE)

fit.models_2_chunk_df <- 
    myadd_chunk(NULL, "fit.models_2_bgn", label.minor = "teardown")
##              label step_major step_minor label_minor    bgn end elapsed
## 1 fit.models_2_bgn          1          0    teardown 52.417  NA      NA
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.models", major.inc=FALSE)
##         label step_major step_minor label_minor    bgn    end elapsed
## 12 fit.models          6          2           2 44.722 52.426   7.704
## 13 fit.models          6          3           3 52.427     NA      NA
# if (sum(is.na(glbObsAll$D.P.http)) > 0)
#         stop("fit.models_3: Why is this happening ?")

#stop(here"); glb2Sav()
sync_glb_obs_df <- function() {
    # Merge or cbind ?
    for (col in setdiff(names(glbObsFit), names(glbObsTrn)))
        glbObsTrn[glbObsTrn$.lcn == "Fit", col] <<- glbObsFit[, col]
    for (col in setdiff(names(glbObsFit), names(glbObsAll)))
        glbObsAll[glbObsAll$.lcn == "Fit", col] <<- glbObsFit[, col]
    if (all(is.na(glbObsNew[, glb_rsp_var])))
        for (col in setdiff(names(glbObsOOB), names(glbObsTrn)))
            glbObsTrn[glbObsTrn$.lcn == "OOB", col] <<- glbObsOOB[, col]
    for (col in setdiff(names(glbObsOOB), names(glbObsAll)))
        glbObsAll[glbObsAll$.lcn == "OOB", col] <<- glbObsOOB[, col]
}
sync_glb_obs_df()
    
print(setdiff(names(glbObsNew), names(glbObsAll)))
## character(0)
if (glb_save_envir)
    save(glb_feats_df, 
         glbObsAll, #glbObsTrn, glbObsFit, glbObsOOB, glbObsNew,
         glb_models_df, dsp_models_df, glb_models_lst, glb_sel_mdl, glb_sel_mdl_id,
         glb_model_type,
        file=paste0(glb_out_pfx, "selmdl_dsk.RData"))
#load(paste0(glb_out_pfx, "selmdl_dsk.RData"))

rm(ret_lst)
## Warning in rm(ret_lst): object 'ret_lst' not found
replay.petrisim(pn=glb_analytics_pn, 
    replay.trans=(glb_analytics_avl_objs <- c(glb_analytics_avl_objs, 
        "model.selected")), flip_coord=TRUE)
## time trans    "bgn " "fit.data.training.all " "predict.data.new " "end " 
## 0.0000   multiple enabled transitions:  data.training.all data.new model.selected    firing:  data.training.all 
## 1.0000    1   2 1 0 0 
## 1.0000   multiple enabled transitions:  data.training.all data.new model.selected model.final data.training.all.prediction   firing:  data.new 
## 2.0000    2   1 1 1 0 
## 2.0000   multiple enabled transitions:  data.training.all data.new model.selected model.final data.training.all.prediction data.new.prediction   firing:  model.selected 
## 3.0000    3   0 2 1 0

glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.data.training", major.inc=TRUE)
##                label step_major step_minor label_minor    bgn    end
## 13        fit.models          6          3           3 52.427 56.117
## 14 fit.data.training          7          0           0 56.117     NA
##    elapsed
## 13    3.69
## 14      NA

Step 7.0: fit data training

#load(paste0(glb_inp_pfx, "dsk.RData"))

if (!is.null(glb_fin_mdl_id) && (glb_fin_mdl_id %in% names(glb_models_lst))) {
    warning("Final model same as user selected model")
    glb_fin_mdl <- glb_models_lst[[glb_fin_mdl_id]]
} else 
# if (nrow(glbObsFit) + length(glbObsFitOutliers) == nrow(glbObsTrn))
if (!all(is.na(glbObsNew[, glb_rsp_var])))
{    
    warning("Final model same as glb_sel_mdl_id")
    glb_fin_mdl_id <- paste0("Final.", glb_sel_mdl_id)
    glb_fin_mdl <- glb_sel_mdl
    glb_models_lst[[glb_fin_mdl_id]] <- glb_fin_mdl
} else {    
            if (grepl("RFE\\.X", names(glbMdlFamilies))) {
                indep_vars <- myadjust_interaction_feats(subset(glb_feats_df, 
                                                    !nzv & (exclude.as.feat != 1))[, "id"])
                rfe_trn_results <- 
                    myrun_rfe(glbObsTrn, indep_vars, glbRFESizes[["Final"]])
                if (!isTRUE(all.equal(sort(predictors(rfe_trn_results)),
                                      sort(predictors(rfe_fit_results))))) {
                    print("Diffs predictors(rfe_trn_results) vs. predictors(rfe_fit_results):")
                    print(setdiff(predictors(rfe_trn_results), predictors(rfe_fit_results)))
                    print("Diffs predictors(rfe_fit_results) vs. predictors(rfe_trn_results):")
                    print(setdiff(predictors(rfe_fit_results), predictors(rfe_trn_results)))
            }
        }
    # }    

    if (grepl("Ensemble", glb_sel_mdl_id)) {
        # Find which models are relevant
        mdlimp_df <- subset(myget_feats_importance(glb_sel_mdl), imp > 5)
        # Fit selected models on glbObsTrn
        for (mdl_id in gsub(".prob", "", 
gsub(mygetPredictIds(glb_rsp_var)$value, "", row.names(mdlimp_df), fixed = TRUE),
                            fixed = TRUE)) {
            mdl_id_components <- unlist(strsplit(mdl_id, "[.]"))
            mdlIdPfx <- paste0(c(head(mdl_id_components, -1), "Train"), 
                               collapse = ".")
            if (grepl("RFE\\.X\\.", mdlIdPfx)) 
                mdlIndepVars <- myadjust_interaction_feats(myextract_actual_feats(
                    predictors(rfe_trn_results))) else
                mdlIndepVars <- trim(unlist(
            strsplit(glb_models_df[glb_models_df$id == mdl_id, "feats"], "[,]")))
            ret_lst <- 
                myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
                        id.prefix = mdlIdPfx, 
                        type = glb_model_type, tune.df = glbMdlTuneParams,
                        trainControl.method = "repeatedcv",
                        trainControl.number = glb_rcv_n_folds,
                        trainControl.repeats = glb_rcv_n_repeats,
                        trainControl.classProbs = glb_is_classification,
                        trainControl.summaryFunction = glbMdlMetricSummaryFn,
                        train.metric = glbMdlMetricSummary, 
                        train.maximize = glbMdlMetricMaximize,    
                        train.method = tail(mdl_id_components, 1))),
                    indep_vars = mdlIndepVars,
                    rsp_var = glb_rsp_var, 
                    fit_df = glbObsTrn, OOB_df = NULL)
            
            glbObsTrn <- glb_get_predictions(df = glbObsTrn,
                                                mdl_id = tail(glb_models_df$id, 1), 
                                                rsp_var = glb_rsp_var,
                                                prob_threshold_def = 
                    subset(glb_models_df, id == mdl_id)$opt.prob.threshold.OOB)
            glbObsNew <- glb_get_predictions(df = glbObsNew,
                                                mdl_id = tail(glb_models_df$id, 1), 
                                                rsp_var = glb_rsp_var,
                                                prob_threshold_def = 
                    subset(glb_models_df, id == mdl_id)$opt.prob.threshold.OOB)
        }    
    }
    
    # "Final" model
    if ((model_method <- glb_sel_mdl$method) == "custom")
        # get actual method from the mdl_id
        model_method <- tail(unlist(strsplit(glb_sel_mdl_id, "[.]")), 1)
        
    if (grepl("Ensemble", glb_sel_mdl_id)) {
        # Find which models are relevant
        mdlimp_df <- subset(myget_feats_importance(glb_sel_mdl), imp > 5)
        if (glb_is_classification && glb_is_binomial)
            indep_vars_vctr <- gsub("(.*)\\.(.*)\\.prob", "\\1\\.Train\\.\\2\\.prob",
                                    row.names(mdlimp_df)) else
            indep_vars_vctr <- gsub("(.*)\\.(.*)", "\\1\\.Train\\.\\2",
                                    row.names(mdlimp_df))
    } else 
    if (grepl("RFE.X", glb_sel_mdl_id, fixed = TRUE)) {
        indep_vars_vctr <- myextract_actual_feats(predictors(rfe_trn_results))
    } else indep_vars_vctr <- 
                trim(unlist(strsplit(glb_models_df[glb_models_df$id ==
                                                   glb_sel_mdl_id
                                                   , "feats"], "[,]")))
        
    if (!is.null(glb_preproc_methods) &&
        ((match_pos <- regexpr(gsub(".", "\\.", 
                                    paste(glb_preproc_methods, collapse = "|"),
                                   fixed = TRUE), glb_sel_mdl_id)) != -1))
        ths_preProcess <- str_sub(glb_sel_mdl_id, match_pos, 
                                match_pos + attr(match_pos, "match.length") - 1) else
        ths_preProcess <- NULL                                      

    mdl_id_pfx <- ifelse(grepl("Ensemble", glb_sel_mdl_id),
                                   "Final.Ensemble", "Final")
    trnobs_df <- if (is.null(glbObsTrnOutliers[[mdl_id_pfx]])) glbObsTrn else 
        glbObsTrn[!(glbObsTrn[, glb_id_var] %in%
                            glbObsTrnOutliers[[mdl_id_pfx]]), ]
        
    # Force fitting of Final.glm to identify outliers
    method_vctr <- unique(c(myparseMdlId(glb_sel_mdl_id)$alg, glbMdlFamilies[["Final"]]))
    for (method in method_vctr) {
        #source("caret_nominalTrainWorkflow.R")
        
        # glmnet requires at least 2 indep vars
        if ((length(indep_vars_vctr) == 1) && (method %in% "glmnet"))
            next
        
        ret_lst <- 
            myfit_mdl(mdl_specs_lst = myinit_mdl_specs_lst(mdl_specs_lst = list(
                    id.prefix = mdl_id_pfx, 
                    type = glb_model_type, trainControl.method = "repeatedcv",
                    trainControl.number = glb_rcv_n_folds, 
                    trainControl.repeats = glb_rcv_n_repeats,
                    trainControl.classProbs = glb_is_classification,
                    trainControl.summaryFunction = glbMdlMetricSummaryFn,
                    trainControl.allowParallel = glbMdlAllowParallel,
                    train.metric = glbMdlMetricSummary, 
                    train.maximize = glbMdlMetricMaximize,    
                    train.method = method,
                    train.preProcess = ths_preProcess)),
                indep_vars = indep_vars_vctr, rsp_var = glb_rsp_var, 
                fit_df = trnobs_df, OOB_df = NULL)
    }
        
    if ((length(method_vctr) == 1) || (method != "glm")) {
        glb_fin_mdl <- glb_models_lst[[length(glb_models_lst)]] 
        glb_fin_mdl_id <- glb_models_df[length(glb_models_lst), "id"]
    }
}
## Warning: Final model same as glb_sel_mdl_id
rm(ret_lst)
## Warning in rm(ret_lst): object 'ret_lst' not found
glb_chunks_df <- myadd_chunk(glb_chunks_df, "fit.data.training", major.inc=FALSE)
##                label step_major step_minor label_minor    bgn    end
## 14 fit.data.training          7          0           0 56.117 56.535
## 15 fit.data.training          7          1           1 56.536     NA
##    elapsed
## 14   0.418
## 15      NA
#stop(here"); glb2Sav()
if (glb_is_classification && glb_is_binomial) 
    prob_threshold <- glb_models_df[glb_models_df$id == glb_sel_mdl_id,
                                        "opt.prob.threshold.OOB"] else 
    prob_threshold <- NULL

if (grepl("Ensemble", glb_fin_mdl_id)) {
    # Get predictions for each model in ensemble; Outliers that have been moved to OOB might not have been predicted yet
    mdlEnsembleComps <- unlist(str_split(subset(glb_models_df, 
                                                id == glb_fin_mdl_id)$feats, ","))
    if (glb_is_classification && glb_is_binomial)
        mdlEnsembleComps <- gsub("\\.prob$", "", mdlEnsembleComps)
    mdlEnsembleComps <- gsub(paste0("^", 
                        gsub(".", "\\.", mygetPredictIds(glb_rsp_var)$value, fixed = TRUE)),
                             "", mdlEnsembleComps)
    for (mdl_id in mdlEnsembleComps) {
        glbObsTrn <- glb_get_predictions(df = glbObsTrn, mdl_id = mdl_id, 
                                            rsp_var = glb_rsp_var,
                                            prob_threshold_def = prob_threshold)
        glbObsNew <- glb_get_predictions(df = glbObsNew, mdl_id = mdl_id, 
                                            rsp_var = glb_rsp_var,
                                            prob_threshold_def = prob_threshold)
    }    
}
glbObsTrn <- glb_get_predictions(df = glbObsTrn, mdl_id = glb_fin_mdl_id, 
                                     rsp_var = glb_rsp_var,
                                    prob_threshold_def = prob_threshold)

glb_featsimp_df <- myget_feats_importance(mdl=glb_fin_mdl,
                                          featsimp_df=glb_featsimp_df)
glb_featsimp_df[, paste0(glb_fin_mdl_id, ".imp")] <- glb_featsimp_df$imp
print(glb_featsimp_df)
##             All.X##rcv#glm.imp imp Final.All.X##rcv#glm.imp
## BODY.WEIGHT                100 100                      100
## .rnorm                       0   0                        0
if (glb_is_classification && glb_is_binomial)
    glb_analytics_diag_plots(obs_df=glbObsTrn, mdl_id=glb_fin_mdl_id, 
            prob_threshold=glb_models_df[glb_models_df$id == glb_sel_mdl_id, 
                                         "opt.prob.threshold.OOB"]) else
    glb_analytics_diag_plots(obs_df=glbObsTrn, mdl_id=glb_fin_mdl_id)                  

##     PTID BODY.WEIGHT HOSPITAL.COST  .src Hosp.Cost.log     .rnorm
## 13     7          60      887350.0 Train      13.69599 -0.4824486
## 3      2          41      809130.0 Train      13.60371  2.5252625
## 71    36           6      551809.0 Train      13.22096 -0.2444947
## 317  159          64       55885.7 Train      10.93106 -1.1767844
## 1      1          49      660293.0 Train      13.40044 -0.4801124
##     HospCost.cut.fctr .lcn Hosp.Cost.log.All.X..rcv.glm
## 13      (3e+05,9e+05]  OOB                           NA
## 3       (3e+05,9e+05]  OOB                           NA
## 71      (3e+05,9e+05]  OOB                           NA
## 317         [0,1e+05]  OOB                           NA
## 1       (3e+05,9e+05]  OOB                           NA
##     Hosp.Cost.log.All.X..rcv.glm.err Hosp.Cost.log.All.X..rcv.glm.err.abs
## 13                                NA                                   NA
## 3                                 NA                                   NA
## 71                                NA                                   NA
## 317                               NA                                   NA
## 1                                 NA                                   NA
##     Hosp.Cost.log.All.X..rcv.glm.is.acc Hosp.Cost.log.Final.All.X..rcv.glm
## 13                                   NA                           12.23836
## 3                                    NA                           12.16164
## 71                                   NA                           11.79259
## 317                                  NA                           12.25283
## 1                                    NA                           12.14629
##     Hosp.Cost.log.Final.All.X..rcv.glm.err
## 13                                1.457637
## 3                                 1.442071
## 71                                1.428370
## 317                               1.321769
## 1                                 1.254150
##     Hosp.Cost.log.Final.All.X..rcv.glm.err.abs
## 13                                    1.457637
## 3                                     1.442071
## 71                                    1.428370
## 317                                   1.321769
## 1                                     1.254150
##     Hosp.Cost.log.Final.All.X..rcv.glm.is.acc .label
## 13                                      FALSE      7
## 3                                       FALSE      2
## 71                                      FALSE     36
## 317                                     FALSE    159
## 1                                       FALSE      1

dsp_feats_vctr <- c(NULL)
for(var in grep(".imp", names(glb_feats_df), fixed=TRUE, value=TRUE))
    dsp_feats_vctr <- union(dsp_feats_vctr, 
                            glb_feats_df[!is.na(glb_feats_df[, var]), "id"])

# print(glbObsTrn[glbObsTrn$UniqueID %in% FN_OOB_ids, 
#                     grep(glb_rsp_var, names(glbObsTrn), value=TRUE)])

print(setdiff(names(glbObsTrn), names(glbObsAll)))
## [1] "Hosp.Cost.log.Final.All.X..rcv.glm"        
## [2] "Hosp.Cost.log.Final.All.X..rcv.glm.err"    
## [3] "Hosp.Cost.log.Final.All.X..rcv.glm.err.abs"
## [4] "Hosp.Cost.log.Final.All.X..rcv.glm.is.acc"
for (col in setdiff(names(glbObsTrn), names(glbObsAll)))
    # Merge or cbind ?
    glbObsAll[glbObsAll$.src == "Train", col] <- glbObsTrn[, col]

print(setdiff(names(glbObsFit), names(glbObsAll)))
## character(0)
print(setdiff(names(glbObsOOB), names(glbObsAll)))
## character(0)
for (col in setdiff(names(glbObsOOB), names(glbObsAll)))
    # Merge or cbind ?
    glbObsAll[glbObsAll$.lcn == "OOB", col] <- glbObsOOB[, col]
    
print(setdiff(names(glbObsNew), names(glbObsAll)))
## character(0)
if (glb_save_envir)
    save(glb_feats_df, glbObsAll, 
         #glbObsTrn, glbObsFit, glbObsOOB, glbObsNew,
         glb_models_df, dsp_models_df, glb_models_lst, glb_model_type,
         glb_sel_mdl, glb_sel_mdl_id,
         glb_fin_mdl, glb_fin_mdl_id,
        file=paste0(glb_out_pfx, "dsk.RData"))

replay.petrisim(pn=glb_analytics_pn, 
    replay.trans=(glb_analytics_avl_objs <- c(glb_analytics_avl_objs, 
        "data.training.all.prediction","model.final")), flip_coord=TRUE)
## time trans    "bgn " "fit.data.training.all " "predict.data.new " "end " 
## 0.0000   multiple enabled transitions:  data.training.all data.new model.selected    firing:  data.training.all 
## 1.0000    1   2 1 0 0 
## 1.0000   multiple enabled transitions:  data.training.all data.new model.selected model.final data.training.all.prediction   firing:  data.new 
## 2.0000    2   1 1 1 0 
## 2.0000   multiple enabled transitions:  data.training.all data.new model.selected model.final data.training.all.prediction data.new.prediction   firing:  model.selected 
## 3.0000    3   0 2 1 0 
## 3.0000   multiple enabled transitions:  model.final data.training.all.prediction data.new.prediction     firing:  data.training.all.prediction 
## 4.0000    5   0 1 1 1 
## 4.0000   multiple enabled transitions:  model.final data.training.all.prediction data.new.prediction     firing:  model.final 
## 5.0000    4   0 0 2 1

glb_chunks_df <- myadd_chunk(glb_chunks_df, "predict.data.new", major.inc=TRUE)
##                label step_major step_minor label_minor    bgn    end
## 15 fit.data.training          7          1           1 56.536 59.331
## 16  predict.data.new          8          0           0 59.332     NA
##    elapsed
## 15   2.795
## 16      NA

Step 8.0: predict data new

##     PTID BODY.WEIGHT HOSPITAL.COST .src Hosp.Cost.log     .rnorm
## 4      2          41      809130.0 Test      13.60371  0.9272271
## 14     7          60      887350.0 Test      13.69599 -1.2300370
## 72    36           6      551809.0 Test      13.22096 -0.1374965
## 318  159          64       55885.7 Test      10.93106 -0.4055507
## 2      1          49      660293.0 Test      13.40044  1.4350423
##     HospCost.cut.fctr .lcn Hosp.Cost.log.Final.All.X..rcv.glm
## 4       (3e+05,9e+05]  OOB                           12.11785
## 14      (3e+05,9e+05]  OOB                           12.21787
## 72      (3e+05,9e+05]  OOB                           11.79552
## 318         [0,1e+05]  OOB                           12.27397
## 2       (3e+05,9e+05]  OOB                           12.19877
##     Hosp.Cost.log.Final.All.X..rcv.glm.err
## 4                                 1.485865
## 14                                1.478124
## 72                                1.425438
## 318                               1.342905
## 2                                 1.201666
##     Hosp.Cost.log.Final.All.X..rcv.glm.err.abs
## 4                                     1.485865
## 14                                    1.478124
## 72                                    1.425438
## 318                                   1.342905
## 2                                     1.201666
##     Hosp.Cost.log.Final.All.X..rcv.glm.is.acc .label
## 4                                       FALSE      2
## 14                                      FALSE      7
## 72                                      FALSE     36
## 318                                     FALSE    159
## 2                                       FALSE      1

## Loading required package: stringr
## [1] "glb_sel_mdl_id: All.X##rcv#glm"
## [1] "glb_fin_mdl_id: Final.All.X##rcv#glm"
## [1] "Cross Validation issues:"
##                   MFO###lm Max.cor.Y.rcv.1X1###glmnet 
##                          0                          0
##                            min.RMSE.OOB max.R.sq.OOB max.Adj.R.sq.fit
## Max.cor.Y##rcv#rpart          0.4539678   0.18987739               NA
## Low.cor.X##rcv#glmnet         0.4662609   0.14540829       0.14471001
## All.X##rcv#glmnet             0.4662609   0.14540829       0.14471001
## Max.cor.Y.rcv.1X1###glmnet    0.4664706   0.14463921       0.14525410
## All.X##rcv#glm                0.4664914   0.14456320       0.14526677
## MFO###lm                      0.5073711  -0.01193403       0.00175475
##                            min.RMSE.fit
## Max.cor.Y##rcv#rpart          0.4797535
## Low.cor.X##rcv#glmnet         0.4676364
## All.X##rcv#glmnet             0.4676364
## Max.cor.Y.rcv.1X1###glmnet    0.4644112
## All.X##rcv#glm                0.4678318
## MFO###lm                      0.5029066
## [1] "All.X##rcv#glm OOB RMSE: 0.4665"
##               .freqRatio.Fit .freqRatio.OOB .freqRatio.Tst .n.Fit .n.OOB
## [0,1e+05]          0.0766129      0.0766129      0.0766129     19     19
## (3e+05,9e+05]      0.1370968      0.1370968      0.1370968     34     34
## (2e+05,3e+05]      0.1774194      0.1774194      0.1774194     44     44
## (1e+05,2e+05]      0.6088710      0.6088710      0.6088710    151    151
##               .n.Tst .n.fit .n.new .n.trn err.abs.OOB.mean
## [0,1e+05]         19     19     19     19        0.8468821
## (3e+05,9e+05]     34     34     34     34        0.7747157
## (2e+05,3e+05]     44     44     44     44        0.2726009
## (1e+05,2e+05]    151    151    151    151        0.2203209
##               err.abs.fit.mean err.abs.new.mean err.abs.trn.mean
## [0,1e+05]            0.8425207        0.8468821        0.8425207
## (3e+05,9e+05]        0.7706404        0.7747157        0.7706404
## (2e+05,3e+05]        0.2695075        0.2726009        0.2695075
## (1e+05,2e+05]        0.2194893        0.2203209        0.2194893
##               err.abs.OOB.sum err.abs.fit.sum err.abs.new.sum
## [0,1e+05]            16.09076        16.00789        16.09076
## (3e+05,9e+05]        26.34033        26.20177        26.34033
## (2e+05,3e+05]        11.99444        11.85833        11.99444
## (1e+05,2e+05]        33.26846        33.14288        33.26846
##               err.abs.trn.sum
## [0,1e+05]            16.00789
## (3e+05,9e+05]        26.20177
## (2e+05,3e+05]        11.85833
## (1e+05,2e+05]        33.14288
##   .freqRatio.Fit   .freqRatio.OOB   .freqRatio.Tst           .n.Fit 
##         1.000000         1.000000         1.000000       248.000000 
##           .n.OOB           .n.Tst           .n.fit           .n.new 
##       248.000000       248.000000       248.000000       248.000000 
##           .n.trn err.abs.OOB.mean err.abs.fit.mean err.abs.new.mean 
##       248.000000         2.114520         2.102158         2.114520 
## err.abs.trn.mean  err.abs.OOB.sum  err.abs.fit.sum  err.abs.new.sum 
##         2.102158        87.693992        87.210877        87.693992 
##  err.abs.trn.sum 
##        87.210877
## [1] "Final.All.X##rcv#glm prediction stats for glbObsNew:"
##               id max.R.sq.new min.RMSE.new max.Adj.R.sq.new
## 1 All.X##rcv#glm    0.1445632    0.4664914          0.13758
##             All.X__rcv_glm.imp Final.All.X__rcv_glm.imp
## BODY.WEIGHT                100                      100
## [1] "glbObsNew prediction stats:"
## `stat_bin()` using `bins = 30`. Pick better value with `binwidth`.

##                   label step_major step_minor label_minor    bgn    end
## 16     predict.data.new          8          0           0 59.332 67.119
## 17 display.session.info          9          0           0 67.120     NA
##    elapsed
## 16   7.788
## 17      NA

Null Hypothesis (\(\sf{H_{0}}\)): mpg is not impacted by am_fctr.
The variance by am_fctr appears to be independent. #{r q1, cache=FALSE} # print(t.test(subset(cars_df, am_fctr == "automatic")$mpg, # subset(cars_df, am_fctr == "manual")$mpg, # var.equal=FALSE)$conf) # We reject the null hypothesis i.e. we have evidence to conclude that am_fctr impacts mpg (95% confidence). Manual transmission is better for miles per gallon versus automatic transmission.

##                      label step_major step_minor label_minor    bgn    end
## 10              fit.models          6          0           0 27.583 37.786
## 16        predict.data.new          8          0           0 59.332 67.119
## 12              fit.models          6          2           2 44.722 52.426
## 2             inspect.data          2          0           0 13.586 21.195
## 11              fit.models          6          1           1 37.786 44.722
## 1              import.data          1          0           0  9.238 13.585
## 13              fit.models          6          3           3 52.427 56.117
## 3               scrub.data          2          1           1 21.196 24.099
## 15       fit.data.training          7          1           1 56.536 59.331
## 9          select.features          5          0           0 26.096 27.583
## 5         extract.features          3          0           0 24.145 25.468
## 6      manage.missing.data          3          1           1 25.469 25.909
## 14       fit.data.training          7          0           0 56.117 56.535
## 8  partition.data.training          4          0           0 25.952 26.095
## 4           transform.data          2          2           2 24.099 24.145
## 7             cluster.data          3          2           2 25.910 25.952
##    elapsed duration
## 10  10.203   10.203
## 16   7.788    7.787
## 12   7.704    7.704
## 2    7.609    7.609
## 11   6.936    6.936
## 1    4.347    4.347
## 13   3.690    3.690
## 3    2.903    2.903
## 15   2.795    2.795
## 9    1.487    1.487
## 5    1.323    1.323
## 6    0.441    0.440
## 14   0.418    0.418
## 8    0.144    0.143
## 4    0.046    0.046
## 7    0.042    0.042
## [1] "Total Elapsed Time: 67.119 secs"

##                            label step_major step_minor   label_minor
## 3 fit.models_0_Max.cor.Y.rcv.*X*          1          2        glmnet
## 4         fit.models_0_Low.cor.X          1          3        glmnet
## 2               fit.models_0_MFO          1          1 myMFO_classfr
## 1               fit.models_0_bgn          1          0         setup
##      bgn    end elapsed duration
## 3 29.988 34.703   4.715    4.715
## 4 34.703 37.776   3.073    3.073
## 2 28.080 29.988   1.908    1.908
## 1 28.047 28.080   0.033    0.033
## [1] "Total Elapsed Time: 37.776 secs"